Bai-Kakaji Polymers Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
39.60%
decreased by 3.40%
1 Week
39.11%
decreased by 3.89%
1 Month
37.50%
decreased by 5.50%
Analysis last updated: Tuesday, July 14, 2026 at 06:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 31, 2025 to Jul 10, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 82% more than equivalent positive returns. The volatility power δ = 0.89 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 | 0.0533 | 4.21*** |
α ARCH Response to squared shocks | 0.1402 | 7.89*** |
β GARCH Volatility persistence | 0.8598 | 53.86*** |
γ leverage Additional response to negative shocks | 0.3244 | 2.59*** |
δ power Transformation power | 0.8876 | 4.24*** |
Persistence:
0.971
Half-life:
23 days
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