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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of BARK Inc AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 11, 2020 to Jul 24, 2026

Model 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

ParameterValuet-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