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%
1 Week
40.39%
1 Month
43.46%
Analysis last updated: Tuesday, July 14, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 22, 2026 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.
Leverage: volatility responds almost entirely to negative shocks
AMEM Model
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| Parameter | Value | t-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:
-
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