V-Lab
Grab Holdings Limited MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, August 12th, 2026
1 Day
40.21%
increased by 1.94%
1 Week
41.03%
increased by 2.76%
1 Month
44.17%
increased by 5.90%
Analysis last updated: Tuesday, August 11, 2026 at 10:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 1, 2020 to Aug 7, 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 | 0.1325 | 4.50*** |
α ARCH Response to squared shocks | 0.2597 | 25.21*** |
β GARCH Volatility persistence | 0.7403 | 93.12*** |
Persistence:
1.000
Half-life:
-
Other Grab Holdings Limited Analyses
Other MEM Analyses on Equities