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V-Lab

Obsidian Therapeutics Inc MEM Volatility Analysis

Volatility prediction for Wednesday, September 16th, 2026

1 Day

104.73%

decreased by 0.09%

1 Week

109.14%

increased by 4.32%

1 Month

123.25%

increased by 18.43%

Analysis last updated: Wednesday, September 16, 2026 at 02:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Obsidian Therapeutics Inc MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 7, 2019 to Sep 11, 2026

Model Insight

Volatility shocks decay with a half-life of 32 trading days, meaning a shock loses half its impact after approximately 32 days.

μ

MEM Model

Tap to view equation

Shock decay: Shocks decay with a 32-day half-life
ParamValuet-stat
ωconst2.8390
1.90*
αARCH0.3346
5.24***
βGARCH0.6441
16.18***

0.979

Persistence

32d

Half-life
μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.8390
1.90*
α

ARCH

Response to squared shocks

0.3346
5.24***
β

GARCH

Volatility persistence

0.6441
16.18***

Persistence:

0.979

Half-life:

32 days