Madala Holdings Ltd MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
53.14%
decreased by 1.91%
1 Week
53.38%
decreased by 1.67%
1 Month
54.25%
decreased by 0.80%
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 50 trading days, meaning a shock loses half its impact after approximately 50 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2057 | 7.85*** |
α ARCH Response to squared shocks | 0.1070 | 20.69*** |
β GARCH Volatility persistence | 0.8792 | 190.47*** |
Persistence:
0.986
Half-life:
50 days
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