V-Lab
BARK Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
67.65%
decreased by 2.17%
1 Week
61.33%
decreased by 8.49%
1 Month
55.50%
decreased by 14.32%
Analysis last updated: Friday, July 24, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2020 to Jul 24, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 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 | 0.5194 | 7.14*** |
α ARCH Response to squared shocks | 0.4900 | 11.66*** |
β GARCH Volatility persistence | 0.3131 | 5.51*** |
γ leverage Additional response to negative shocks | -0.0831 | -8.38*** |
δ power Transformation power | 0.5000 | 9.93*** |
Persistence:
0.716
Half-life:
2 days
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