CRA International Inc Asy. MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
41.80%
increased by 3.05%
1 Week
42.29%
increased by 3.54%
1 Month
43.76%
increased by 5.01%
Analysis last updated: Friday, July 17, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 24, 1998 to Jul 17, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 28% more than equivalent positive returns.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3751 | 25.03*** |
α ARCH Response to squared shocks | 0.1725 | 31.90*** |
β GARCH Volatility persistence | 0.7612 | 164.50*** |
γ leverage Additional response to negative shocks | 0.0490 | 4.69*** |
Persistence:
0.958
Half-life:
16 days
Other CRA International Inc Analyses
Other Asy. MEM Analyses on Equities