Kunlun Tech Co Ltd Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
97.91%
decreased by 5.52%
1 Week
95.31%
decreased by 8.12%
1 Month
86.92%
decreased by 16.51%
Analysis last updated: Tuesday, July 14, 2026 at 06:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 5, 2015 to Jul 10, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 25% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5837 | 14.75*** |
α ARCH Response to squared shocks | 0.1666 | 21.30*** |
β GARCH Volatility persistence | 0.8073 | 139.28*** |
γ leverage Additional response to negative shocks | -0.0331 | -2.15** |
Persistence:
0.957
Half-life:
16 days
Other Kunlun Tech Co Ltd Analyses
Other Asy. MEM Analyses on International Equities