Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Everflow Resources Ltd AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 31, 2007 to Feb 20, 2026

Model 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

ParameterValuet-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