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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

All

graph of CoastalSouth Bancshares Inc AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 2, 2025 to Jul 17, 2026

Model 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

ParameterValuet-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