Half-Life Mean Reversion
Calculate Half-Life Mean Reversion instantly with the exact formula and a worked example. Free online calculator — no signup.
Half-Life Mean Reversion
φ (AR(1) coef.)
Half-life period
3.1063periods
φ
0,8
Half-life
3,11
More about: Half-Life Mean Reversion
What it calculates
The “Half-Life Mean Reversion” calculator computes Half-life period in periods from 1 parameter: φ (ar(1) coef.).
Used by investors to estimate returns, project savings, and analyze a portfolio.
Example calculation
With parameters φ (AR(1) coef.) = 0.8 the result is 3.11 periods (HL = −ln(2) / ln(φ)).
How to use
- Enter the parameter values — every field above is adjustable with a slider.
- The result and related metrics are calculated automatically as you type.
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