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V-Lab

Ballard Power Systems Inc Asy. MEM Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

71.44%

decreased by 4.60%

1 Week

72.15%

decreased by 3.89%

1 Month

74.64%

decreased by 1.40%

Analysis last updated: Wednesday, August 5, 2026 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Ballard Power Systems Inc AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 8, 1995 to Jul 31, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 23% 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

0.5264
30.31***
α

ARCH

Response to squared shocks

0.2290
36.72***
β

GARCH

Volatility persistence

0.7767
228.31***
γ

leverage

Additional response to negative shocks

-0.0432
-4.36***

Persistence:

0.984

Half-life:

43 days