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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 3, 1992 to Aug 7, 2026Model 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
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| Parameter | Value | t-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
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