V-Lab
Hevol Services Group Co Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, September 3rd, 2026
1 Day
32.04%
1 Week
33.83%
1 Month
38.03%
Analysis last updated: Thursday, September 3, 2026 at 06:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 12, 2019 to Aug 28, 2026Model 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.
APMEM Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.3345 | 2.32** |
| αARCH | 0.2031 | 3.13*** |
| βGARCH | 0.7432 | 14.65*** |
| γleverage | -0.2883 | -1.68* |
| δpower | 1.4091 | 3.78*** |
0.919
Persistence8d
Half-lifeAPMEM Model
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| Parameter | Value | t-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
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