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Hevol Services Group Co Ltd Asy. Power MEM Volatility Analysis

Volatility prediction for Thursday, September 3rd, 2026

1 Day

32.04%

increased by 2.87%

1 Week

33.83%

increased by 4.66%

1 Month

38.03%

increased by 8.86%

Analysis last updated: Thursday, September 3, 2026 at 06:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Hevol Services Group Co Ltd APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 12, 2019 to Aug 28, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. The volatility power δ = 1.41 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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Shock decay: Shocks decay with a 8-day half-lifeδ = 1.41 · sub-quadratic power
ParamValuet-stat
ωconst0.3345
2.32**
αARCH0.2031
3.13***
βGARCH0.7432
14.65***
γleverage-0.2883
-1.68*
δpower1.4091
3.78***

0.919

Persistence

8d

Half-life
μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3345
2.32**
α

ARCH

Response to squared shocks

0.2031
3.13***
β

GARCH

Volatility persistence

0.7432
14.65***
γ

leverage

Additional response to negative shocks

-0.2883
-1.68*
δ

power

Transformation power

1.4091
3.78***

Persistence:

0.919

Half-life:

8 days