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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ChronoScale Holdings Corp AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 16, 2014 to Jul 10, 2026

Model 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

ParameterValuet-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