Big Digital Energy Inc Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
150.78%
decreased by 1.51%
1 Week
152.14%
decreased by 0.15%
1 Month
157.41%
increased by 5.12%
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
Feb 22, 2012 to Jul 17, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 471 trading days (~1.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Inverse leverage: Positive returns increase volatility 81% more than negative returns
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9502 | 5.92*** |
α ARCH Response to squared shocks | 0.0788 | 11.06*** |
β GARCH Volatility persistence | 0.9373 | 243.01*** |
γ leverage Additional response to negative shocks | -0.0352 | -3.35*** |
Persistence:
0.999
Half-life:
471 days
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