Skip to main content
V-Lab

QVC Group Inc MEM Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, July 13th, 2026

1 Day

291.34%

decreased by 37.37%

1 Week

291.57%

decreased by 37.14%

1 Month

292.48%

decreased by 36.23%

Analysis last updated: Saturday, July 11, 2026 at 09:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of QVC Group Inc MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 5, 2006 to Jul 10, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2623
6.98***
α

ARCH

Response to squared shocks

0.3419
36.44***
β

GARCH

Volatility persistence

0.6581
68.33***

Persistence:

1.000

Half-life:

-