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V-Lab

Brera Holdings Plc MEM Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

150.51%

decreased by 8.80%

1 Week

157.47%

decreased by 1.84%

1 Month

181.49%

increased by 22.18%

Analysis last updated: Tuesday, August 11, 2026 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Brera Holdings Plc MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 27, 2023 to Aug 7, 2026

Model Insight

With persistence 0.992, volatility shocks have a half-life of 87 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
4.13***
α

ARCH

Response to squared shocks

0.1829
10.09***
β

GARCH

Volatility persistence

0.8091
43.11***

Persistence:

0.992

Half-life:

87 days