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V-Lab

GCM Corp Ltd Asy. MEM Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

125.61%

decreased by 5.27%

1 Week

126.81%

decreased by 4.07%

1 Month

130.39%

decreased by 0.49%

Analysis last updated: Saturday, July 25, 2026 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GCM Corp Ltd AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 15, 2007 to Jul 24, 2026
Illiquid Asset

Model Insight

Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.3031
13.35***
α

ARCH

Response to squared shocks

0.0939
12.44***
β

GARCH

Volatility persistence

0.8553
136.28***
γ

leverage

Additional response to negative shocks

0.0162
1.11

Persistence:

0.957

Half-life:

16 days