Kafr El-Zayat Pesticides & Chemicals Co Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
32.48%
increased by 0.83%
1 Week
34.18%
increased by 2.53%
1 Month
39.37%
increased by 7.72%
Analysis last updated: Tuesday, July 14, 2026 at 06:27 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
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3784 | 10.92*** |
α ARCH Response to squared shocks | 0.1263 | 34.05*** |
β GARCH Volatility persistence | 0.8433 | 179.80*** |
γ leverage Additional response to negative shocks | -0.0479 | -3.71*** |
δ power Transformation power | 2.1282 | 41.67*** |
Persistence:
0.976
Half-life:
29 days
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