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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 8, 1995 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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