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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 9, 2026 to Aug 14, 2026Boundary 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
| Parameter | Value | t-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
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