V-Lab
Kelly Services Inc MEM Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
35.01%
decreased by 2.39%
1 Week
35.61%
decreased by 1.79%
1 Month
37.51%
increased by 0.11%
Analysis last updated: Friday, July 24, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 22 trading days, meaning a shock loses half its impact after approximately 22 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2386 | 14.59*** |
α ARCH Response to squared shocks | 0.2223 | 46.28*** |
β GARCH Volatility persistence | 0.7466 | 208.01*** |
Persistence:
0.969
Half-life:
22 days
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