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%
1 Week
66.00%
1 Month
67.81%
Analysis last updated: Friday, August 7, 2026 at 06:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 13, 2024 to Jul 31, 2026Model 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.
APMEM Model
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| Parameter | Value | t-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
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