V-Lab
Boost Run Inc Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, August 20th, 2026
1 Day
124.06%
1 Week
124.08%
1 Month
124.15%
Analysis last updated: Wednesday, August 19, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 8, 2024 to Aug 14, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
Inverse leverage: Positive returns increase volatility 110% more than negative returns
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0094 | 6.77*** |
α ARCH Response to squared shocks | 0.5173 | 4.99*** |
β GARCH Volatility persistence | 0.6182 | 14.36*** |
γ leverage Additional response to negative shocks | -0.2709 | -2.19** |
Persistence:
1.000
Half-life:
-
Other Boost Run Inc Analyses
Other Asy. MEM Analyses on Equities