V-Lab
Everflow Resources 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 Thursday, June 25th, 2026
1 Day
351.40%
decreased by 0.28%
1 Week
351.61%
decreased by 0.07%
1 Month
352.42%
increased by 0.74%
Analysis last updated: Thursday, June 25, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 31, 2007 to Feb 20, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2858 | 4.46*** |
α ARCH Response to squared shocks | 0.0346 | 6.18*** |
β GARCH Volatility persistence | 0.9559 | 249.79*** |
γ leverage Additional response to negative shocks | 0.0189 | 1.08 |
Persistence:
1.000
Half-life:
1386294 days
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