V-Lab
BARK Inc Asy. MEM Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
63.92%
decreased by 1.75%
1 Week
71.09%
increased by 5.42%
1 Month
86.97%
increased by 21.30%
Analysis last updated: Friday, July 24, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2020 to Jul 24, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 26% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.1850 | 13.84*** |
α ARCH Response to squared shocks | 0.5620 | 9.69*** |
β GARCH Volatility persistence | 0.4265 | 15.18*** |
γ leverage Additional response to negative shocks | -0.1159 | -2.03** |
Persistence:
0.931
Half-life:
10 days
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