Valid Solucoes E Servicos De MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
26.65%
decreased by 1.52%
1 Week
27.55%
decreased by 0.62%
1 Month
30.36%
increased by 2.19%
Analysis last updated: Sunday, July 19, 2026 at 05:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 27, 2006 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 26 trading days, meaning a shock loses half its impact after approximately 26 days.
μ
MEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1724 | 9.72*** |
α ARCH Response to squared shocks | 0.1977 | 36.19*** |
β GARCH Volatility persistence | 0.7760 | 222.74*** |
Persistence:
0.974
Half-life:
26 days
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