Prescient Therapeutics Limited MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
90.45%
increased by 0.41%
1 Week
91.60%
increased by 1.56%
1 Month
94.98%
increased by 4.94%
Analysis last updated: Tuesday, July 21, 2026 at 05:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 29, 1996 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.8699 | 17.94*** |
α ARCH Response to squared shocks | 0.1194 | 28.04*** |
β GARCH Volatility persistence | 0.8364 | 173.49*** |
Persistence:
0.956
Half-life:
15 days
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