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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Millennium GP International Hlngs Ltd MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 4, 2023 to Aug 7, 2026

Model 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

ParameterValuet-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:

-