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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 22, 1992 to Jul 17, 2026Model 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
| Parameter | Value | t-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
Other Everforth Inc Analyses
Other Asy. MEM Analyses on Equities