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V-Lab

Everforth Inc Asy. MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

80.02%

decreased by 3.30%

1 Week

79.26%

decreased by 4.06%

1 Month

76.51%

decreased by 6.81%

Analysis last updated: Monday, July 20, 2026 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Everforth Inc AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 22, 1992 to Jul 17, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 43% more than equivalent positive returns.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2320
25.42***
α

ARCH

Response to squared shocks

0.1283
34.87***
β

GARCH

Volatility persistence

0.8256
296.55***
γ

leverage

Additional response to negative shocks

0.0548
8.14***

Persistence:

0.981

Half-life:

37 days