Bella Casa Fashion & Retail MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
51.38%
decreased by 2.21%
1 Week
51.83%
decreased by 1.76%
1 Month
53.34%
decreased by 0.25%
Analysis last updated: Tuesday, July 14, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 15, 2015 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 28 trading days, meaning a shock loses half its impact after approximately 28 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3541 | 4.16*** |
α ARCH Response to squared shocks | 0.0958 | 9.97*** |
β GARCH Volatility persistence | 0.8794 | 127.55*** |
Persistence:
0.975
Half-life:
28 days
Other Bella Casa Fashion & Retail Analyses
Other MEM Analyses on International Equities