V-Lab
Buda Juice 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 Thursday, August 20th, 2026
1 Day
28.24%
1 Week
28.45%
1 Month
29.29%
Analysis last updated: Wednesday, August 19, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 8, 2026 to Aug 14, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 1786165 trading days (~7088.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 1.78 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
Leverage: Negative returns increase volatility 266% more than positive returns
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0187 | 6.23*** |
α ARCH Response to squared shocks | 0.1160 | 7.41*** |
β GARCH Volatility persistence | 0.8831 | 62.00*** |
γ leverage Additional response to negative shocks | 0.3487 | 4.90*** |
δ power Transformation power | 1.7809 | 8.53*** |
Persistence:
1.000
Half-life:
1786165 days
Other Buda Juice Inc Analyses
Other Asy. Power MEM Analyses on Equities