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V-Lab

Versant Media Group Inc Asy. MEM Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

42.66%

increased by 0.95%

1 Week

43.09%

increased by 1.38%

1 Month

43.31%

increased by 1.60%

Analysis last updated: Tuesday, July 14, 2026 at 09:35 PM UTC

Date Range:

from

to

6M ·

All

graph of Versant Media Group Inc AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 5, 2026 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.4816
10.01***
α

ARCH

Response to squared shocks

0.1672
4.54***
β

GARCH

Volatility persistence

0.3771
7.99***
γ

leverage

Additional response to negative shocks

-0.0208
-0.32

Persistence:

0.534

Half-life:

1 days