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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 22, 2012 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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