V-Lab
Millennium GP International Hlngs 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 Wednesday, August 12th, 2026
1 Day
173.65%
increased by 13.17%
1 Week
180.76%
increased by 20.28%
1 Month
206.77%
increased by 46.29%
Analysis last updated: Tuesday, August 11, 2026 at 10:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 4, 2023 to Aug 7, 2026Model 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
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 3.55*** |
α ARCH Response to squared shocks | 0.3387 | 10.80*** |
β GARCH Volatility persistence | 0.6613 | 46.69*** |
Persistence:
1.000
Half-life:
-
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