NETGEAR Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
42.09%
decreased by 1.16%
1 Week
38.26%
decreased by 4.99%
1 Month
31.36%
decreased by 11.89%
Analysis last updated: Tuesday, July 21, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 31, 2003 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1479 | 15.57*** |
α ARCH Response to squared shocks | 0.2589 | 55.77*** |
β GARCH Volatility persistence | 0.6693 | 86.42*** |
γ leverage Additional response to negative shocks | 0.0436 | 5.77*** |
δ power Transformation power | 0.5000 | 7.51*** |
Persistence:
0.882
Half-life:
6 days
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