V-Lab
Kyoritsu Maintenance Co Ltd MEM Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
38.94%
decreased by 1.60%
1 Week
38.14%
decreased by 2.40%
1 Month
36.72%
decreased by 3.82%
Analysis last updated: Tuesday, August 11, 2026 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 20, 2021 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7361 | 4.92*** |
α ARCH Response to squared shocks | 0.0595 | 5.63*** |
β GARCH Volatility persistence | 0.7946 | 29.90*** |
Persistence:
0.854
Half-life:
4 days
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