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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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