V-Lab
KBR Inc MEM Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
52.33%
decreased by 0.13%
1 Week
51.57%
decreased by 0.89%
1 Month
49.16%
decreased by 3.30%
Analysis last updated: Wednesday, August 5, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 16, 2006 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2969 | 10.68*** |
α ARCH Response to squared shocks | 0.2107 | 31.47*** |
β GARCH Volatility persistence | 0.7469 | 162.40*** |
Persistence:
0.958
Half-life:
16 days
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