Moreld AS Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
21.87%
increased by 3.65%
1 Week
21.72%
increased by 3.50%
1 Month
21.46%
increased by 3.24%
Analysis last updated: Saturday, July 18, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 27, 2024 to Jul 17, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 33% more than equivalent positive returns. The volatility power δ = 1.15 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2115 | 8.67*** |
α ARCH Response to squared shocks | 0.3312 | 16.55*** |
β GARCH Volatility persistence | 0.5809 | 23.16*** |
γ leverage Additional response to negative shocks | 0.1239 | 4.78*** |
δ power Transformation power | 1.1488 | 7.66*** |
Persistence:
0.849
Half-life:
4 days
Other Asy. Power MEM Analyses on International Equities