Bridger Aerospace GP HLD Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
53.00%
decreased by 3.88%
1 Week
50.36%
decreased by 6.52%
1 Month
43.54%
decreased by 13.34%
Analysis last updated: Tuesday, July 14, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 22, 2021 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 12 trading days, meaning a shock loses half its impact after approximately 12 days. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0779 | 4.70*** |
α ARCH Response to squared shocks | 0.3158 | 9.21*** |
β GARCH Volatility persistence | 0.6842 | 53.49*** |
γ leverage Additional response to negative shocks | -0.0493 | -2.85*** |
δ power Transformation power | 0.5000 | 3.87*** |
Persistence:
0.944
Half-life:
12 days
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