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V-Lab

Skyline Builders Group HLD Ltd MEM Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

153.90%

decreased by 1.38%

1 Week

156.21%

increased by 0.93%

1 Month

163.26%

increased by 7.98%

Analysis last updated: Tuesday, August 11, 2026 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Skyline Builders Group HLD Ltd MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 23, 2025 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 18 trading days, meaning a shock loses half its impact after approximately 18 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
1.35
α

ARCH

Response to squared shocks

0.0572
3.34***
β

GARCH

Volatility persistence

0.9053
39.66***

Persistence:

0.963

Half-life:

18 days