Visne Madencilik Uretim Sana Asy. MEM Volatility Analysis
Volatility prediction for Friday, July 17th, 2026
1 Day
72.57%
increased by 3.29%
1 Week
72.51%
increased by 3.23%
1 Month
72.31%
increased by 3.03%
Analysis last updated: Friday, July 17, 2026 at 09:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 13, 2025 to Jul 14, 2026Model Insight
This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3466 | 2.42** |
α ARCH Response to squared shocks | 0.0822 | 6.10*** |
β GARCH Volatility persistence | 0.9415 | 158.37*** |
γ leverage Additional response to negative shocks | -0.0822 | -6.55*** |
Persistence:
0.983
Half-life:
40 days
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