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V-Lab

Lianhe Sowell International Group Ltd MEM Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, July 13th, 2026

1 Day

320.99%

decreased by 17.87%

1 Week

324.89%

decreased by 13.97%

1 Month

340.05%

increased by 1.19%

Analysis last updated: Friday, July 10, 2026 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Lianhe Sowell International Group Ltd MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 3, 2025 to Jul 10, 2026
Boundary Parameters

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
1.88*
α

ARCH

Response to squared shocks

0.2399
8.80***
β

GARCH

Volatility persistence

0.7601
54.07***

Persistence:

1.000

Half-life:

-