Gujarat Energy Ltd MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
36.95%
decreased by 1.45%
1 Week
36.88%
decreased by 1.52%
1 Month
36.64%
decreased by 1.76%
Analysis last updated: Tuesday, July 14, 2026 at 07:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 18, 2015 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 39 trading days, meaning a shock loses half its impact after approximately 39 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0850 | 4.12*** |
α ARCH Response to squared shocks | 0.0797 | 16.69*** |
β GARCH Volatility persistence | 0.9028 | 219.29*** |
Persistence:
0.982
Half-life:
39 days
Other Gujarat Energy Ltd Analyses
Other MEM Analyses on International Equities