V-Lab
ATIF Holdings Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
84.36%
1 Week
85.82%
1 Month
91.32%
Analysis last updated: Wednesday, August 19, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 3, 2019 to Aug 14, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 511 trading days (~2.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 2.30 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 | 4.79*** |
α ARCH Response to squared shocks | 0.1148 | 16.41*** |
β GARCH Volatility persistence | 0.8694 | 152.95*** |
γ leverage Additional response to negative shocks | 0.0245 | 1.04 |
δ power Transformation power | 2.2966 | 18.36*** |
Persistence:
0.999
Half-life:
511 days
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