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V-Lab

Goldcrest Co Ltd MEM Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, August 10th, 2026

1 Day

23.86%

decreased by 0.49%

1 Week

24.44%

increased by 0.09%

1 Month

26.64%

increased by 2.29%

Analysis last updated: Sunday, August 9, 2026 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Goldcrest Co Ltd MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 14, 1998 to Aug 7, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0556
5.85***
α

ARCH

Response to squared shocks

0.1574
51.59***
β

GARCH

Volatility persistence

0.8427
338.14***

Persistence:

1.000

Half-life:

-