Busy Ming Group Co Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
41.45%
decreased by 1.42%
1 Week
40.45%
decreased by 2.42%
1 Month
39.10%
decreased by 3.77%
Analysis last updated: Tuesday, July 14, 2026 at 06:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 28, 2026 to Jul 10, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 85% more than equivalent positive returns. The volatility power δ = 1.80 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 1.92* |
α ARCH Response to squared shocks | 0.3637 | 11.75*** |
β GARCH Volatility persistence | 0.4494 | 8.18*** |
γ leverage Additional response to negative shocks | 0.1681 | 5.90*** |
δ power Transformation power | 1.8049 | 2.81*** |
Persistence:
0.797
Half-life:
3 days
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