Pakistan Intl Bulk Terminal MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
39.11%
decreased by 1.53%
1 Week
39.45%
decreased by 1.19%
1 Month
40.62%
decreased by 0.02%
Analysis last updated: Tuesday, July 14, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2014 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 39 trading days, meaning a shock loses half its impact after approximately 39 days.
μ
MEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1589 | 5.01*** |
α ARCH Response to squared shocks | 0.1187 | 27.49*** |
β GARCH Volatility persistence | 0.8639 | 116.52*** |
Persistence:
0.983
Half-life:
39 days
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