V-Lab
Rocket One Inc MEM Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
89.35%
increased by 4.94%
1 Week
99.18%
increased by 14.77%
1 Month
125.14%
increased by 40.73%
Analysis last updated: Tuesday, August 11, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 18, 2019 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 18 trading days, meaning a shock loses half its impact after approximately 18 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 9.11*** |
α ARCH Response to squared shocks | 0.4319 | 18.21*** |
β GARCH Volatility persistence | 0.5307 | 37.98*** |
Persistence:
0.963
Half-life:
18 days
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