V-Lab
Gvs S P A MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, September 4th, 2026
1 Day
31.91%
decreased by 0.59%
1 Week
32.05%
decreased by 0.45%
1 Month
32.62%
increased by 0.12%
Analysis last updated: Friday, September 4, 2026 at 07:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 19, 2020 to Aug 28, 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 | 0.0181 | 1.01 |
α ARCH Response to squared shocks | 0.1501 | 6.12*** |
β GARCH Volatility persistence | 0.8499 | 39.58*** |
Persistence:
1.000
Half-life:
-
Other MEM Analyses on International Equities