Vivakor Inc MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, July 20th, 2026
1 Day
418.20%
increased by 247.07%
1 Week
421.21%
increased by 250.08%
1 Month
433.01%
increased by 261.88%
Analysis last updated: Friday, July 17, 2026 at 10:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 15, 2022 to Jul 17, 2026Boundary Parameters
Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 5.17*** |
α ARCH Response to squared shocks | 0.3586 | 15.56*** |
β GARCH Volatility persistence | 0.6414 | 56.73*** |
Persistence:
1.000
Half-life:
-
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