ATIF Holdings Ltd Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
76.88%
decreased by 5.10%
1 Week
78.93%
decreased by 3.05%
1 Month
86.24%
increased by 4.26%
Analysis last updated: Tuesday, July 21, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 3, 2019 to Jul 17, 2026Model Insight
With persistence 0.991, volatility shocks have a half-life of 78 trading days (~0.3 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 | 0.8468 | 10.33*** |
α ARCH Response to squared shocks | 0.1418 | 13.69*** |
β GARCH Volatility persistence | 0.8478 | 133.13*** |
γ leverage Additional response to negative shocks | 0.0032 | 0.15 |
Persistence:
0.991
Half-life:
78 days
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