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V-Lab

AI Financial Corp MEM Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

102.80%

decreased by 1.19%

1 Week

103.44%

decreased by 0.55%

1 Month

105.84%

increased by 1.85%

Analysis last updated: Friday, July 17, 2026 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of AI Financial Corp MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 12, 1992 to Jul 17, 2026

Model Insight

With persistence 0.994, volatility shocks have a half-life of 110 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5251
5.16***
α

ARCH

Response to squared shocks

0.0767
28.40***
β

GARCH

Volatility persistence

0.9171
358.93***

Persistence:

0.994

Half-life:

110 days