Onterris Inc MEM Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
55.52%
increased by 3.10%
1 Week
58.64%
increased by 6.22%
1 Month
62.00%
increased by 9.58%
Analysis last updated: Friday, July 10, 2026 at 11:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 24, 2020 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.7880 | 8.35*** |
α ARCH Response to squared shocks | 0.2762 | 10.88*** |
β GARCH Volatility persistence | 0.4873 | 32.32*** |
Persistence:
0.763
Half-life:
3 days
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