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V-Lab

Regentis Biomaterials Ltd MEM Volatility Analysis

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

Volatility prediction for Wednesday, August 12th, 2026

1 Day

84.59%

decreased by 10.19%

1 Week

98.37%

increased by 3.59%

1 Month

140.56%

increased by 45.78%

Analysis last updated: Tuesday, August 11, 2026 at 10:28 PM UTC

Date Range:

from

to

6M ·

All

graph of Regentis Biomaterials Ltd MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 4, 2025 to Aug 7, 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

5.0000
8.67***
α

ARCH

Response to squared shocks

0.5641
3.53***
β

GARCH

Volatility persistence

0.4359
7.36***

Persistence:

1.000

Half-life:

-