V-Lab
Gold BY Gold SA 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 17th, 2026
1 Day
126.50%
decreased by 0.68%
1 Week
126.56%
decreased by 0.62%
1 Month
126.79%
decreased by 0.39%
Analysis last updated: Saturday, August 15, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 13, 2012 to Aug 14, 2026Illiquid Asset
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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0287 | 1.85* |
α ARCH Response to squared shocks | 0.0206 | 13.48*** |
β GARCH Volatility persistence | 0.9794 | 626.61*** |
Persistence:
1.000
Half-life:
-
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