Alphabet Inc Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
35.81%
decreased by 3.94%
1 Week
35.73%
decreased by 4.02%
1 Month
35.43%
decreased by 4.32%
Analysis last updated: Tuesday, July 21, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 19, 2004 to Jul 17, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 34% more than equivalent positive returns.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0928 | 24.96*** |
α ARCH Response to squared shocks | 0.1805 | 36.51*** |
β GARCH Volatility persistence | 0.7682 | 217.26*** |
γ leverage Additional response to negative shocks | 0.0613 | 7.62*** |
Persistence:
0.979
Half-life:
33 days
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