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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 3, 2025 to Jul 10, 2026Boundary 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
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| Parameter | Value | t-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:
-
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