Mark Dynamics Indo MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
45.13%
decreased by 1.69%
1 Week
46.30%
decreased by 0.52%
1 Month
49.60%
increased by 2.78%
Analysis last updated: Tuesday, July 14, 2026 at 08:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 12, 2017 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 14 trading days, meaning a shock loses half its impact after approximately 14 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6029 | 3.05*** |
α ARCH Response to squared shocks | 0.2091 | 10.62*** |
β GARCH Volatility persistence | 0.7438 | 68.23*** |
Persistence:
0.953
Half-life:
14 days
Other Mark Dynamics Indo Analyses
Other MEM Analyses on International Equities