V-Lab
Liberty Defense Holdings Ltd MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
36.07%
decreased by 3.22%
1 Week
36.67%
decreased by 2.62%
1 Month
37.94%
decreased by 1.35%
Analysis last updated: Friday, August 7, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 22, 2026 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6230 | 1.98** |
α ARCH Response to squared shocks | 0.3515 | 4.31*** |
β GARCH Volatility persistence | 0.5465 | 11.71*** |
Persistence:
0.898
Half-life:
6 days
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