V-Lab
Securitize Corp Asy. MEM Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
84.46%
decreased by 12.66%
1 Week
83.18%
decreased by 13.94%
1 Month
78.61%
decreased by 18.51%
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
May 2, 2025 to Jul 31, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 54% 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 | 0.1853 | 5.60*** |
α ARCH Response to squared shocks | 0.3440 | 7.71*** |
β GARCH Volatility persistence | 0.6942 | 28.18*** |
γ leverage Additional response to negative shocks | -0.1200 | -2.13** |
Persistence:
0.978
Half-life:
31 days
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