why volatility is not Markovian

[earth_imperator]

Markovian proceses only need present to forecast future, nonmarkovian require the entire history of the process

So, then the title of this topic says volatility is non-Markovian. But where is the history of the volatility stored then? And for processing it, a brain is needed... This means random things have memory and a brain?...
IMO a BS theory or statement.