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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2023 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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