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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 14, 1998 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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