Zhejiang Tion Vanly Tech Co MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
16.46%
increased by 0.50%
1 Week
16.16%
increased by 0.20%
1 Month
15.13%
decreased by 0.83%
Analysis last updated: Saturday, July 18, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 9, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0140 | 2.35** |
α ARCH Response to squared shocks | 0.2639 | 7.73*** |
β GARCH Volatility persistence | 0.7042 | 41.85*** |
Persistence:
0.968
Half-life:
21 days
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