V-Lab
Bitcoin Depot Inc Asy. Power MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, August 17th, 2026
1 Day
463.37%
1 Week
463.37%
1 Month
463.37%
Analysis last updated: Saturday, August 15, 2026 at 09:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 25, 2022 to Aug 14, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution. The volatility power δ = 3.00 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0004 | 0.88 |
α ARCH Response to squared shocks | 0.0507 | 2.35** |
β GARCH Volatility persistence | 0.9125 | 39.10*** |
γ leverage Additional response to negative shocks | 0.1645 | 1.76* |
δ power Transformation power | 3.0000 | 4.66*** |
Persistence:
1.000
Half-life:
-
Other Bitcoin Depot Inc Analyses
Other Asy. Power MEM Analyses on Equities