V-Lab
Docebo Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
47.32%
increased by 0.29%
1 Week
43.81%
decreased by 3.22%
1 Month
39.16%
decreased by 7.87%
Analysis last updated: Wednesday, August 19, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 4, 2020 to Aug 14, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 17% more than equivalent positive returns. The volatility power δ = 0.50 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 | 0.2918 | 8.08*** |
α ARCH Response to squared shocks | 0.2409 | 23.41*** |
β GARCH Volatility persistence | 0.6100 | 33.70*** |
γ leverage Additional response to negative shocks | 0.1529 | 7.54*** |
δ power Transformation power | 0.5000 | 5.60*** |
Persistence:
0.807
Half-life:
3 days
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