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V-Lab

International Paper Co MEM Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

45.18%

decreased by 2.29%

1 Week

44.96%

decreased by 2.51%

1 Month

44.13%

decreased by 3.34%

Analysis last updated: Tuesday, August 11, 2026 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of International Paper Co MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 59 trading days, meaning a shock loses half its impact after approximately 59 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0544
14.04***
α

ARCH

Response to squared shocks

0.1478
56.77***
β

GARCH

Volatility persistence

0.8406
348.50***

Persistence:

0.988

Half-life:

59 days