Ralliant Corp Asy. MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
63.28%
increased by 23.50%
1 Week
62.47%
increased by 22.69%
1 Month
59.68%
increased by 19.90%
Analysis last updated: Friday, July 17, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 30, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 25 trading days, meaning a shock loses half its impact after approximately 25 days.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2300 | 5.77*** |
α ARCH Response to squared shocks | 0.2879 | 9.74*** |
β GARCH Volatility persistence | 0.7215 | 31.76*** |
γ leverage Additional response to negative shocks | -0.0738 | -1.86* |
Persistence:
0.972
Half-life:
25 days
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