AI Financial Corp Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
103.20%
increased by 0.82%
1 Week
103.80%
increased by 1.42%
1 Month
106.05%
increased by 3.67%
Analysis last updated: Monday, July 20, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 12, 1992 to Jul 17, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 99 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5414 | 14.14*** |
α ARCH Response to squared shocks | 0.0810 | 25.29*** |
β GARCH Volatility persistence | 0.9158 | 353.74*** |
γ leverage Additional response to negative shocks | -0.0076 | -1.38 |
Persistence:
0.993
Half-life:
99 days
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