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V-Lab

XtalPi Holdings Ltd Asy. Power MEM Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, August 7th, 2026

1 Day

65.53%

decreased by 1.03%

1 Week

66.00%

decreased by 0.56%

1 Month

67.81%

increased by 1.25%

Analysis last updated: Friday, August 7, 2026 at 06:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of XtalPi Holdings Ltd APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 13, 2024 to Jul 31, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 1215410 trading days (~4823.1 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 3.00 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7662
2.33**
α

ARCH

Response to squared shocks

0.0185
1.54
β

GARCH

Volatility persistence

0.9435
214.82***
γ

leverage

Additional response to negative shocks

-0.5508
-1.83*
δ

power

Transformation power

3.0000
11.53***

Persistence:

1.000

Half-life:

1215410 days