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V-Lab

Bridger Aerospace GP HLD Inc MEM Volatility Analysis

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

Volatility prediction for Wednesday, July 15th, 2026

1 Day

44.95%

decreased by 3.01%

1 Week

45.07%

decreased by 2.89%

1 Month

45.55%

decreased by 2.41%

Analysis last updated: Tuesday, July 14, 2026 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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All

graph of Bridger Aerospace GP HLD Inc MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 22, 2021 to Jul 10, 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

0.0214
3.97***
α

ARCH

Response to squared shocks

0.2158
22.85***
β

GARCH

Volatility persistence

0.7842
89.63***

Persistence:

1.000

Half-life:

-