Inversora Juramento Sa Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
39.26%
increased by 1.83%
1 Week
40.21%
increased by 2.78%
1 Month
43.08%
increased by 5.65%
Analysis last updated: Wednesday, July 15, 2026 at 06:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 31, 2011 to Jul 10, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 35% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3714 | 10.41*** |
α ARCH Response to squared shocks | 0.1586 | 13.91*** |
β GARCH Volatility persistence | 0.8264 | 121.41*** |
γ leverage Additional response to negative shocks | -0.0410 | -2.36** |
Persistence:
0.965
Half-life:
19 days
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