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V-Lab

Hu Group Holdings Inc Asy. MEM Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

29.13%

increased by 0.60%

1 Week

29.45%

increased by 0.92%

1 Month

30.48%

increased by 1.95%

Analysis last updated: Tuesday, August 11, 2026 at 07:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Hu Group Holdings Inc AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 19, 1992 to Aug 10, 2026

Model Insight

Volatility shocks decay with a half-life of 24 trading days, meaning a shock loses half its impact after approximately 24 days.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1322
26.17***
α

ARCH

Response to squared shocks

0.1519
29.81***
β

GARCH

Volatility persistence

0.8235
249.47***
γ

leverage

Additional response to negative shocks

-0.0068
-0.87

Persistence:

0.972

Half-life:

24 days