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V-Lab

Kenvue Inc Asy. MEM Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

21.32%

decreased by 0.88%

1 Week

24.17%

increased by 1.97%

1 Month

26.11%

increased by 3.91%

Analysis last updated: Tuesday, July 21, 2026 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Kenvue Inc AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 4, 2023 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9925
17.59***
α

ARCH

Response to squared shocks

0.3791
11.75***
β

GARCH

Volatility persistence

0.2515
10.45***
γ

leverage

Additional response to negative shocks

0.0419
0.83

Persistence:

0.652

Half-life:

2 days