Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kafr El-Zayat Pesticides & Chemicals Co APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 11, 1996 to Jul 9, 2026

Model 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

ParameterValuet-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