Filana Therapeutics Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
70.76%
decreased by 6.29%
1 Week
73.29%
decreased by 3.76%
1 Month
79.27%
increased by 2.22%
Analysis last updated: Tuesday, July 21, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 14, 2000 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. The volatility power δ = 0.91 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4099 | 7.20*** |
α ARCH Response to squared shocks | 0.2495 | 29.93*** |
β GARCH Volatility persistence | 0.7138 | 66.06*** |
γ leverage Additional response to negative shocks | -0.0328 | -2.62*** |
δ power Transformation power | 0.9092 | 12.16*** |
Persistence:
0.912
Half-life:
8 days
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