V-Lab
GCM Corp Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
138.87%
decreased by 4.37%
1 Week
139.44%
decreased by 3.80%
1 Month
141.47%
decreased by 1.77%
Analysis last updated: Saturday, July 25, 2026 at 10:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 15, 2007 to Jul 24, 2026Illiquid Asset
Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 39 trading days, meaning a shock loses half its impact after approximately 39 days. The volatility power δ = 1.77 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 | 1.0000 | 6.89*** |
α ARCH Response to squared shocks | 0.0749 | 18.35*** |
β GARCH Volatility persistence | 0.9129 | 224.68*** |
γ leverage Additional response to negative shocks | 0.0458 | 1.14 |
δ power Transformation power | 1.7722 | 29.42*** |
Persistence:
0.982
Half-life:
39 days
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