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V-Lab

Investeringsselskabet af 3. november 2025 A/S Asy. Power MEM Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

97.22%

decreased by 3.03%

1 Week

96.24%

decreased by 4.01%

1 Month

92.59%

decreased by 7.66%

Analysis last updated: Saturday, August 8, 2026 at 07:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Investeringsselskabet af 3. november 2025 A/S APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 3, 1992 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 45 trading days, meaning a shock loses half its impact after approximately 45 days. The volatility power δ = 2.30 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

0.2389
13.53***
α

ARCH

Response to squared shocks

0.0769
24.54***
β

GARCH

Volatility persistence

0.8979
283.51***
γ

leverage

Additional response to negative shocks

0.0007
0.03
δ

power

Transformation power

2.3044
37.57***

Persistence:

0.985

Half-life:

45 days