Skip to main content
V-Lab

Liberty Defense Holdings 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 Wednesday, July 15th, 2026

1 Day

39.58%

increased by 9.92%

1 Week

40.39%

increased by 10.73%

1 Month

43.46%

increased by 13.80%

Analysis last updated: Tuesday, July 14, 2026 at 09:22 PM UTC

Date Range:

from

to

6M ·

All

graph of Liberty Defense Holdings Ltd AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 22, 2026 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.

Leverage: volatility responds almost entirely to negative shocks

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1278
1.97**
α

ARCH

Response to squared shocks

0.0725
2.27**
β

GARCH

Volatility persistence

0.7732
21.24***
γ

leverage

Additional response to negative shocks

0.3086
2.71***

Persistence:

1.000

Half-life:

-