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V-Lab

NVIDIA Corp MEM Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

46.48%

increased by 1.27%

1 Week

47.11%

increased by 1.90%

1 Month

49.43%

increased by 4.22%

Analysis last updated: Tuesday, July 14, 2026 at 09:29 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of NVIDIA Corp MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 22, 1999 to Jul 10, 2026

Model Insight

With persistence 0.994, volatility shocks have a half-life of 111 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1697
9.86***
α

ARCH

Response to squared shocks

0.2123
53.79***
β

GARCH

Volatility persistence

0.7815
252.27***

Persistence:

0.994

Half-life:

111 days