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V-Lab

Smith Douglas Homes Corp Asy. MEM Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

56.84%

decreased by 0.83%

1 Week

56.94%

decreased by 0.73%

1 Month

57.34%

decreased by 0.33%

Analysis last updated: Wednesday, August 5, 2026 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Smith Douglas Homes Corp AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 11, 2024 to Jul 31, 2026

Model Insight

With persistence 0.999, volatility shocks have a half-life of 900 trading days (~3.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: Negative returns increase volatility 118% more than positive returns

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0326
9.62***
α

ARCH

Response to squared shocks

0.0216
4.01***
β

GARCH

Volatility persistence

0.9649
299.29***
γ

leverage

Additional response to negative shocks

0.0254
2.37**

Persistence:

0.999

Half-life:

900 days