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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 19, 1992 to Aug 10, 2026Model 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
| Parameter | Value | t-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
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