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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 12, 1992 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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