Avi Polymers Ltd MEM Volatility Analysis
Volatility prediction for Thursday, June 4th, 2026
1 Day
37.63%
decreased by 1.32%
1 Week
38.53%
decreased by 0.42%
1 Month
41.59%
increased by 2.64%
Analysis last updated: Thursday, June 4, 2026 at 06:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 31, 2021 to May 29, 2026Model Insight
Volatility shocks decay with a half-life of 41 trading days, meaning a shock loses half its impact after approximately 41 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2337 | 8.17*** |
α ARCH Response to squared shocks | 0.0884 | 14.88*** |
β GARCH Volatility persistence | 0.8947 | 153.44*** |
Persistence:
0.983
Half-life:
41 days
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