ChronoScale Holdings Corp Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
158.82%
decreased by 12.69%
1 Week
141.67%
decreased by 29.84%
1 Month
109.84%
decreased by 61.67%
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
Jan 16, 2014 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days. The volatility power δ = 0.92 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5379 | 8.55*** |
α ARCH Response to squared shocks | 0.2630 | 39.37*** |
β GARCH Volatility persistence | 0.6682 | 70.09*** |
γ leverage Additional response to negative shocks | -0.0271 | -2.20** |
δ power Transformation power | 0.9206 | 15.20*** |
Persistence:
0.877
Half-life:
5 days
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