V-Lab
Everflow Resources Ltd 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
362.08%
increased by 1.37%
1 Week
362.28%
increased by 1.57%
1 Month
363.08%
increased by 2.37%
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
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.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2870 | 1.94* |
α ARCH Response to squared shocks | 0.0466 | 9.12*** |
β GARCH Volatility persistence | 0.9534 | 300.29*** |
Persistence:
1.000
Half-life:
-
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