Sivers Semiconductors Ab MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
199.06%
decreased by 13.56%
1 Week
196.61%
decreased by 16.01%
1 Month
187.48%
decreased by 25.14%
Analysis last updated: Tuesday, July 14, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 18, 2014 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 45 trading days, meaning a shock loses half its impact after approximately 45 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4752 | 8.00*** |
α ARCH Response to squared shocks | 0.2016 | 29.41*** |
β GARCH Volatility persistence | 0.7830 | 141.92*** |
Persistence:
0.985
Half-life:
45 days
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