Big Digital Energy Inc MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
157.33%
decreased by 1.84%
1 Week
158.30%
decreased by 0.87%
1 Month
162.09%
increased by 2.92%
Analysis last updated: Monday, July 20, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 22, 2012 to Jul 17, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 363 trading days (~1.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7985 | 2.29** |
α ARCH Response to squared shocks | 0.0553 | 13.05*** |
β GARCH Volatility persistence | 0.9428 | 261.45*** |
Persistence:
0.998
Half-life:
363 days
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