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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CRA International Inc AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 24, 1998 to Jul 17, 2026

Model 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

ParameterValuet-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