Trusval Technology Asy. Power MEM Volatility Analysis
Volatility prediction for Friday, October 16th, 2026
1 Day
51.06%
decreased by 1.39%
1 Week
50.12%
decreased by 2.33%
1 Month
48.12%
decreased by 4.33%
Analysis last updated: Friday, October 16, 2026 at 09:14 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 23, 2017 to Oct 8, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 55% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
μ
APMEM Model
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Inverse leverage: Positive returns increase volatility 55% more than negative returns
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.8255 | 1.25 |
| αARCH | 0.2840 | 8.15*** |
| βGARCH | 0.6137 | 11.54*** |
| γleverage | -0.1147 | -2.51** |
| δpower | 1.8936 | 2.84*** |
0.890
Persistence6d
Half-lifeμ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8255 | 1.25 |
α ARCH Response to squared shocks | 0.2840 | 8.15*** |
β GARCH Volatility persistence | 0.6137 | 11.54*** |
γ leverage Additional response to negative shocks | -0.1147 | -2.51** |
δ power Transformation power | 1.8936 | 2.84*** |
Persistence:
0.890
Half-life:
6 days
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