Bai-Kakaji Polymers Ltd Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, July 14th, 2026
1 Day
42.15%
decreased by 3.88%
1 Week
42.61%
decreased by 3.42%
1 Month
44.40%
decreased by 1.63%
Analysis last updated: Tuesday, July 14, 2026 at 06:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 31, 2025 to Jul 10, 2026Model 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
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0772 | 3.41*** |
α ARCH Response to squared shocks | 0.1081 | 3.31*** |
β GARCH Volatility persistence | 0.8108 | 36.84*** |
γ leverage Additional response to negative shocks | 0.1622 | 1.85* |
Persistence:
1.000
Half-life:
-
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