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V-Lab

Smith Douglas Homes Corp MEM Volatility Analysis

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

Volatility prediction for Thursday, August 6th, 2026

1 Day

57.19%

decreased by 0.75%

1 Week

57.33%

decreased by 0.61%

1 Month

57.89%

decreased by 0.05%

Analysis last updated: Wednesday, August 5, 2026 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Smith Douglas Homes Corp MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 11, 2024 to Jul 31, 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

0.0322
6.09***
α

ARCH

Response to squared shocks

0.0346
10.06***
β

GARCH

Volatility persistence

0.9654
314.37***

Persistence:

1.000

Half-life:

-