Everforth Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
79.78%
decreased by 1.66%
1 Week
75.96%
decreased by 5.48%
1 Month
64.63%
decreased by 16.81%
Analysis last updated: Tuesday, July 21, 2026 at 09:44 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 26% more than equivalent positive returns. The volatility power δ = 1.02 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0860 | 19.22*** |
α ARCH Response to squared shocks | 0.1682 | 61.06*** |
β GARCH Volatility persistence | 0.8233 | 261.02*** |
γ leverage Additional response to negative shocks | 0.1132 | 16.07*** |
δ power Transformation power | 1.0230 | 25.92*** |
Persistence:
0.958
Half-life:
16 days
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