Bella Casa Fashion & Retail Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
51.52%
decreased by 2.27%
1 Week
51.93%
decreased by 1.86%
1 Month
53.28%
decreased by 0.51%
Analysis last updated: Tuesday, July 14, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 15, 2015 to Jul 10, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 43% 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 | 0.3798 | 9.53*** |
α ARCH Response to squared shocks | 0.1121 | 9.38*** |
β GARCH Volatility persistence | 0.8771 | 128.21*** |
γ leverage Additional response to negative shocks | -0.0339 | -2.07** |
Persistence:
0.972
Half-life:
25 days
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