V-Lab
Global Mofy AI Ltd MEM Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
258.68%
decreased by 41.62%
1 Week
252.09%
decreased by 48.21%
1 Month
231.21%
decreased by 69.09%
Analysis last updated: Friday, July 24, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 10, 2023 to Jul 24, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 3.62*** |
α ARCH Response to squared shocks | 0.2493 | 8.48*** |
β GARCH Volatility persistence | 0.7055 | 29.68*** |
Persistence:
0.955
Half-life:
15 days
Other Global Mofy AI Ltd Analyses
Other MEM Analyses on Equities