V-Lab
Smart Powerr Corp Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, September 7th, 2026
1 Day
273.65%
1 Week
272.97%
1 Month
270.32%
Analysis last updated: Saturday, September 5, 2026 at 09:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 23, 2001 to Sep 4, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 183 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 2.69 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.
APMEM Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.0000 | 1.14 |
| αARCH | 0.0419 | 2.90*** |
| βGARCH | 0.9394 | 95.84*** |
| γleverage | 0.0121 | 0.21 |
| δpower | 2.6942 | 5.89*** |
0.996
Persistence183d
Half-lifeAPMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 1.14 |
α ARCH Response to squared shocks | 0.0419 | 2.90*** |
β GARCH Volatility persistence | 0.9394 | 95.84*** |
γ leverage Additional response to negative shocks | 0.0121 | 0.21 |
δ power Transformation power | 2.6942 | 5.89*** |
Persistence:
0.996
Half-life:
183 days
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