Indonesia Prima Prop (Pt) MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
119.27%
decreased by 2.39%
1 Week
122.84%
increased by 1.18%
1 Month
134.79%
increased by 13.13%
Analysis last updated: Tuesday, July 21, 2026 at 08:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 19, 1994 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 40 trading days, meaning a shock loses half its impact after approximately 40 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.7245 | 4.96*** |
α ARCH Response to squared shocks | 0.1249 | 10.43*** |
β GARCH Volatility persistence | 0.8577 | 77.97*** |
Persistence:
0.983
Half-life:
40 days
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