Everforth Inc MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
80.54%
decreased by 4.37%
1 Week
79.64%
decreased by 5.27%
1 Month
76.42%
decreased by 8.49%
Analysis last updated: Monday, July 20, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 22, 1992 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 33 trading days, meaning a shock loses half its impact after approximately 33 days.
μ
MEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2509 | 10.86*** |
α ARCH Response to squared shocks | 0.1641 | 42.63*** |
β GARCH Volatility persistence | 0.8148 | 273.14*** |
Persistence:
0.979
Half-life:
33 days
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