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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AI Financial Corp AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 12, 1992 to Jul 17, 2026

Model 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

ParameterValuet-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