V-Lab
Estun Automation Co Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
86.83%
decreased by 0.92%
1 Week
86.04%
decreased by 1.71%
1 Month
83.11%
decreased by 4.64%
Analysis last updated: Wednesday, August 5, 2026 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 9, 2026 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 49 trading days, meaning a shock loses half its impact after approximately 49 days. The volatility power δ = 1.73 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 | 0.1144 | 2.99*** |
α ARCH Response to squared shocks | 0.0560 | 0.00 |
β GARCH Volatility persistence | 0.9014 | 29.49*** |
γ leverage Additional response to negative shocks | -1.0000 | 0.00 |
δ power Transformation power | 1.7257 | 6.29*** |
Persistence:
0.986
Half-life:
49 days
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