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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 19, 2025 to Jul 10, 2026Model 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
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| Parameter | Value | t-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
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