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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 11, 2024 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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