ServiceNow Inc Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
62.53%
increased by 0.14%
1 Week
59.75%
decreased by 2.64%
1 Month
52.31%
decreased by 10.08%
Analysis last updated: Monday, July 20, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 29, 2012 to Jul 17, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 115% more than equivalent positive returns.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4988 | 27.21*** |
α ARCH Response to squared shocks | 0.1293 | 21.60*** |
β GARCH Volatility persistence | 0.7169 | 128.11*** |
γ leverage Additional response to negative shocks | 0.1491 | 12.50*** |
Persistence:
0.921
Half-life:
8 days
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