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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

Date Range:

from

to

6M ·

All

graph of SMG Swiss Marketplace Group AG MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 23, 2025 to Aug 7, 2026
Hessian 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

ParameterValuet-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