Linde India Ltd MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
29.20%
decreased by 0.75%
1 Week
29.87%
decreased by 0.08%
1 Month
32.28%
increased by 2.33%
Analysis last updated: Sunday, July 19, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 23, 1995 to Jul 17, 2026Model Insight
With persistence 0.991, volatility shocks have a half-life of 76 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1101 | 6.12*** |
α ARCH Response to squared shocks | 0.1031 | 31.13*** |
β GARCH Volatility persistence | 0.8879 | 349.15*** |
Persistence:
0.991
Half-life:
76 days
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