Skip to main content
V-Lab

Centiel AG 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, July 20th, 2026

1 Day

97.72%

decreased by 3.42%

1 Week

97.80%

decreased by 3.34%

1 Month

98.14%

decreased by 3.00%

Analysis last updated: Sunday, July 19, 2026 at 05:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Centiel AG APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 12, 2006 to Jul 17, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 60136075 trading days (~238635.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 2.38 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0779
10.00***
α

ARCH

Response to squared shocks

0.0885
20.48***
β

GARCH

Volatility persistence

0.8968
249.74***
γ

leverage

Additional response to negative shocks

0.0166
1.31
δ

power

Transformation power

2.3768
37.17***

Persistence:

1.000

Half-life:

60136075 days