V-Lab
Prism Medico & Pharmacy Ltd Asy. MEM Volatility Analysis
Volatility prediction for Friday, August 14th, 2026
1 Day
59.53%
increased by 0.57%
1 Week
59.92%
increased by 0.96%
1 Month
61.27%
increased by 2.31%
Analysis last updated: Friday, August 14, 2026 at 06:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 21, 2012 to Aug 7, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 20% 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 | 0.3165 | 8.94*** |
α ARCH Response to squared shocks | 0.2021 | 23.85*** |
β GARCH Volatility persistence | 0.7988 | 125.41*** |
γ leverage Additional response to negative shocks | -0.0337 | -2.78*** |
Persistence:
0.984
Half-life:
43 days
Other Prism Medico & Pharmacy Ltd Analyses
Other Asy. MEM Analyses on International Equities