Victory Electric Vehicles International Ltd Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
74.25%
increased by 1.11%
1 Week
73.39%
increased by 0.25%
1 Month
70.53%
decreased by 2.61%
Analysis last updated: Tuesday, July 14, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 16, 2026 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4391 | 0.46 |
α ARCH Response to squared shocks | 0.0670 | 1.30 |
β GARCH Volatility persistence | 0.9346 | 75.75*** |
γ leverage Additional response to negative shocks | -0.0670 | -1.12 |
Persistence:
0.968
Half-life:
21 days
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