V-Lab
Dana Brata Luhur Tbk PT MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, September 11th, 2026
1 Day
86.30%
increased by 15.88%
1 Week
86.34%
increased by 15.92%
1 Month
86.52%
increased by 16.10%
Analysis last updated: Friday, September 11, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 18, 2019 to Sep 4, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
μ
MEM Model
Tap to view equation
High persistence: persistence 1.000 ≥ 1, shocks do not decay
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0150 | 1.45 |
| αARCH | 0.2165 | 3.01*** |
| βGARCH | 0.7835 | 13.13*** |
1.000
Persistence-
Half-lifeμ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0150 | 1.45 |
α ARCH Response to squared shocks | 0.2165 | 3.01*** |
β GARCH Volatility persistence | 0.7835 | 13.13*** |
Persistence:
1.000
Half-life:
-
Other Dana Brata Luhur Tbk PT Analyses
Other MEM Analyses on International Equities