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V-Lab

Genfleet Therapeutics Shang Asy. Power MEM Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

123.45%

decreased by 11.38%

1 Week

118.67%

decreased by 16.16%

1 Month

106.83%

decreased by 28.00%

Analysis last updated: Tuesday, July 14, 2026 at 06:43 PM UTC

Date Range:

from

to

6M ·

All

graph of Genfleet Therapeutics Shang APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 19, 2025 to Jul 10, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 40% more than equivalent positive returns. The volatility power δ = 1.45 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
1.53
α

ARCH

Response to squared shocks

0.2709
11.80***
β

GARCH

Volatility persistence

0.6870
24.31***
γ

leverage

Additional response to negative shocks

0.1149
4.42***
δ

power

Transformation power

1.4466
4.58***

Persistence:

0.918

Half-life:

8 days