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V-Lab

AI Financial Corp Asy. Power MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

98.25%

increased by 0.66%

1 Week

98.93%

increased by 1.34%

1 Month

101.50%

increased by 3.91%

Analysis last updated: Monday, July 20, 2026 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AI Financial Corp APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 12, 1992 to Jul 17, 2026

Model Insight

With persistence 0.995, volatility shocks have a half-life of 134 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 2.36 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
7.61***
α

ARCH

Response to squared shocks

0.0739
24.33***
β

GARCH

Volatility persistence

0.9091
398.22***
γ

leverage

Additional response to negative shocks

-0.0128
-1.10
δ

power

Transformation power

2.3636
40.14***

Persistence:

0.995

Half-life:

134 days