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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 19, 2025 to Jul 10, 2026Model 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
| Parameter | Value | t-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
Other Genfleet Therapeutics Shang Analyses
Other Asy. MEM Analyses on International Equities