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V-Lab

Goldcrest Co Ltd Asy. Power MEM Volatility Analysis

Volatility prediction for Friday, August 7th, 2026

1 Day

24.72%

increased by 0.04%

1 Week

25.18%

increased by 0.50%

1 Month

26.87%

increased by 2.19%

Analysis last updated: Friday, August 7, 2026 at 07:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Goldcrest Co Ltd APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 14, 1998 to Jul 31, 2026

Model Insight

With persistence 0.993, volatility shocks have a half-life of 99 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: Negative returns increase volatility 16% more than positive returns

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0560
15.41***
α

ARCH

Response to squared shocks

0.1577
56.05***
β

GARCH

Volatility persistence

0.8423
333.72***
γ

leverage

Additional response to negative shocks

0.0394
5.37***
δ

power

Transformation power

1.8668
32.68***

Persistence:

0.993

Half-life:

99 days