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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 4, 2025 to Aug 7, 2026Model 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
| Parameter | Value | t-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:
-
Other Regentis Biomaterials Ltd Analyses
Other MEM Analyses on Equities