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V-Lab

AGNT Inc Asy. Power MEM Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

58.87%

decreased by 1.64%

1 Week

60.19%

decreased by 0.32%

1 Month

65.02%

increased by 4.51%

Analysis last updated: Tuesday, July 21, 2026 at 09:17 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of AGNT Inc APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 29, 2014 to Jul 17, 2026

Model Insight

With persistence 0.999, volatility shocks have a half-life of 891 trading days (~3.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 2.52 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.

Inverse leverage: Positive returns increase volatility 102% more than negative returns

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8084
5.89***
α

ARCH

Response to squared shocks

0.0899
16.93***
β

GARCH

Volatility persistence

0.8830
171.99***
γ

leverage

Additional response to negative shocks

-0.1389
-6.70***
δ

power

Transformation power

2.5225
29.04***

Persistence:

0.999

Half-life:

891 days