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V-Lab

Genfleet Therapeutics Shang Asy. MEM Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

123.03%

decreased by 10.05%

1 Week

123.52%

decreased by 9.56%

1 Month

125.11%

decreased by 7.97%

Analysis last updated: Tuesday, July 14, 2026 at 06:43 PM UTC

Date Range:

from

to

6M ·

All

graph of Genfleet Therapeutics Shang AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 19, 2025 to Jul 10, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 71% more than equivalent positive returns.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.0979
5.02***
α

ARCH

Response to squared shocks

0.1941
6.34***
β

GARCH

Volatility persistence

0.7061
27.63***
γ

leverage

Additional response to negative shocks

0.1380
2.00**

Persistence:

0.969

Half-life:

22 days