Sui Northern Gas Pipelines MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
52.52%
decreased by 2.76%
1 Week
51.68%
decreased by 3.60%
1 Month
49.02%
decreased by 6.26%
Analysis last updated: Sunday, July 19, 2026 at 03:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 3, 2010 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2787 | 9.30*** |
α ARCH Response to squared shocks | 0.1966 | 27.54*** |
β GARCH Volatility persistence | 0.7614 | 160.13*** |
Persistence:
0.958
Half-life:
16 days
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