Inversora Juramento Sa Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
35.18%
decreased by 0.71%
1 Week
36.53%
increased by 0.64%
1 Month
40.60%
increased by 4.71%
Analysis last updated: Tuesday, July 21, 2026 at 05:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 31, 2011 to Jul 17, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 34% 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
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4011 | 8.77*** |
α ARCH Response to squared shocks | 0.1358 | 25.23*** |
β GARCH Volatility persistence | 0.8258 | 123.26*** |
γ leverage Additional response to negative shocks | -0.0685 | -4.61*** |
δ power Transformation power | 2.1144 | 28.65*** |
Persistence:
0.968
Half-life:
22 days
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