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V-Lab

XtalPi Holdings Ltd MEM Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

109.09%

increased by 0.69%

1 Week

110.84%

increased by 2.44%

1 Month

114.80%

increased by 6.40%

Analysis last updated: Saturday, August 15, 2026 at 07:41 PM UTC

Date Range:

from

to

6M ·

All

graph of XtalPi Holdings Ltd MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 9, 2026 to Aug 14, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
2.00**
α

ARCH

Response to squared shocks

0.0688
2.04**
β

GARCH

Volatility persistence

0.8429
28.86***

Persistence:

0.912

Half-life:

8 days