V-Lab
SMG Swiss Marketplace Group AG MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
53.12%
unchanged at 0.00%
1 Week
53.12%
unchanged at 0.00%
1 Month
53.12%
unchanged at 0.00%
Analysis last updated: Saturday, August 8, 2026 at 06:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 23, 2025 to Aug 7, 2026Hessian SE
Model Insight
Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8296 | 0.49 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9259 | 2.53** |
Persistence:
0.926
Half-life:
9 days
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