Kafr El-Zayat Pesticides & Chemicals Co Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
32.78%
increased by 0.90%
1 Week
34.48%
increased by 2.60%
1 Month
39.66%
increased by 7.78%
Analysis last updated: Tuesday, July 14, 2026 at 06:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 11, 1996 to Jul 9, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 23% 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 | 0.3463 | 15.48*** |
α ARCH Response to squared shocks | 0.1433 | 19.22*** |
β GARCH Volatility persistence | 0.8436 | 188.73*** |
γ leverage Additional response to negative shocks | -0.0272 | -2.55** |
Persistence:
0.973
Half-life:
26 days
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