V-Lab
Securitize Corp MEM Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
83.48%
decreased by 11.53%
1 Week
81.97%
decreased by 13.04%
1 Month
76.63%
decreased by 18.38%
Analysis last updated: Wednesday, August 5, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 2, 2025 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 27 trading days, meaning a shock loses half its impact after approximately 27 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1892 | 2.09** |
α ARCH Response to squared shocks | 0.2833 | 8.73*** |
β GARCH Volatility persistence | 0.6915 | 25.13*** |
Persistence:
0.975
Half-life:
27 days
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