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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 4, 2023 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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