ChronoScale Holdings Corp Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
130.88%
increased by 17.64%
1 Week
128.07%
increased by 14.83%
1 Month
120.31%
increased by 7.07%
Analysis last updated: Tuesday, July 14, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 16, 2014 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.9474 | 20.50*** |
α ARCH Response to squared shocks | 0.2438 | 25.51*** |
β GARCH Volatility persistence | 0.6931 | 84.03*** |
γ leverage Additional response to negative shocks | -0.0060 | -0.35 |
Persistence:
0.934
Half-life:
10 days
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