AI Financial Corp Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
98.25%
1 Week
98.93%
1 Month
101.50%
Analysis last updated: Monday, July 20, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 12, 1992 to Jul 17, 2026Model 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.
APMEM Model
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| Parameter | Value | t-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
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