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V-Lab

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

Date Range:

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to

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2Y ·

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graph of Big Digital Energy Inc MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 22, 2012 to Jul 17, 2026

Model 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

ParameterValuet-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