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V-Lab

Big Digital Energy Inc Asy. Power MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

150.41%

decreased by 2.38%

1 Week

151.65%

decreased by 1.14%

1 Month

156.46%

increased by 3.67%

Analysis last updated: Monday, July 20, 2026 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Big Digital Energy Inc APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 22, 2012 to Jul 17, 2026

Model Insight

With persistence 0.999, volatility shocks have a half-life of 846 trading days (~3.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Inverse leverage: Positive returns increase volatility 82% more than negative returns

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
2.88***
α

ARCH

Response to squared shocks

0.0585
13.97***
β

GARCH

Volatility persistence

0.9376
254.85***
γ

leverage

Additional response to negative shocks

-0.1436
-5.26***
δ

power

Transformation power

2.0755
25.71***

Persistence:

0.999

Half-life:

846 days