V-Lab
Insight Molecular Diagnostics Inc MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
77.47%
decreased by 4.93%
1 Week
83.46%
increased by 1.06%
1 Month
94.46%
increased by 12.06%
Analysis last updated: Friday, August 7, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2015 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.8413 | 6.10*** |
α ARCH Response to squared shocks | 0.2576 | 12.47*** |
β GARCH Volatility persistence | 0.6290 | 46.09*** |
Persistence:
0.887
Half-life:
6 days
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