V-Lab
Euda Health Holdings Ltd 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 Thursday, August 20th, 2026
1 Day
46.15%
1 Week
46.47%
1 Month
47.71%
Analysis last updated: Wednesday, August 19, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 22, 2021 to Aug 14, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
Leverage: Negative returns increase volatility 89% more than positive returns
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0523 | 3.31*** |
α ARCH Response to squared shocks | 0.2314 | 9.80*** |
β GARCH Volatility persistence | 0.7686 | 19.60*** |
γ leverage Additional response to negative shocks | 0.1628 | 4.02*** |
δ power Transformation power | 1.9338 | 3.24*** |
Persistence:
1.000
Half-life:
-
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