Madala Holdings Ltd Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
52.31%
decreased by 1.73%
1 Week
52.58%
decreased by 1.46%
1 Month
53.57%
decreased by 0.47%
Analysis last updated: Tuesday, July 14, 2026 at 06:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 29, 2008 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 51 trading days, meaning a shock loses half its impact after approximately 51 days.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2052 | 8.04*** |
α ARCH Response to squared shocks | 0.1152 | 13.20*** |
β GARCH Volatility persistence | 0.8792 | 187.54*** |
γ leverage Additional response to negative shocks | -0.0160 | -1.05 |
Persistence:
0.986
Half-life:
51 days
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