Victory Electric Vehicles International Ltd MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
81.39%
decreased by 0.45%
1 Week
80.54%
decreased by 1.30%
1 Month
77.83%
decreased by 4.01%
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 18 trading days, meaning a shock loses half its impact after approximately 18 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6972 | 0.74 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9628 | 8.67*** |
Persistence:
0.963
Half-life:
18 days
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