CoastalSouth Bancshares Inc Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
15.55%
decreased by 0.02%
1 Week
15.50%
decreased by 0.07%
1 Month
15.34%
decreased by 0.23%
Analysis last updated: Tuesday, July 21, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 2, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 49 trading days, meaning a shock loses half its impact after approximately 49 days.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0107 | 0.92 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9859 | 37.66*** |
γ leverage Additional response to negative shocks | 0.0000 | 0.00 |
Persistence:
0.986
Half-life:
49 days
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