V-Lab
Everflow Resources Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, June 25th, 2026
1 Day
371.42%
increased by 0.34%
1 Week
368.41%
decreased by 2.67%
1 Month
356.75%
decreased by 14.33%
Analysis last updated: Thursday, June 25, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 31, 2007 to Feb 20, 2026Model Insight
Volatility shocks decay with a half-life of 56 trading days, meaning a shock loses half its impact after approximately 56 days. The volatility power δ = 3.00 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 2.15** |
α ARCH Response to squared shocks | 0.0055 | |
β GARCH Volatility persistence | 0.9523 | 366.42*** |
γ leverage Additional response to negative shocks | -1.0000 | |
δ power Transformation power | 3.0000 | 11.88*** |
Persistence:
0.988
Half-life:
56 days
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