V-Lab
General Mills Inc MEM Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
30.82%
increased by 2.34%
1 Week
30.46%
increased by 1.98%
1 Month
29.20%
increased by 0.72%
Analysis last updated: Tuesday, August 11, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 31 trading days, meaning a shock loses half its impact after approximately 31 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0399 | 9.12*** |
α ARCH Response to squared shocks | 0.1477 | 38.98*** |
β GARCH Volatility persistence | 0.8299 | 292.53*** |
Persistence:
0.978
Half-life:
31 days
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