Skip to main content
V-Lab

GCM Corp Ltd Asy. Power MEM Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

108.96%

decreased by 2.73%

1 Week

110.80%

decreased by 0.89%

1 Month

117.14%

increased by 5.45%

Analysis last updated: Saturday, August 8, 2026 at 05:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GCM Corp Ltd APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 15, 2007 to Aug 7, 2026
Illiquid Asset
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 37 trading days, meaning a shock loses half its impact after approximately 37 days. The volatility power δ = 1.76 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
6.91***
α

ARCH

Response to squared shocks

0.0757
18.32***
β

GARCH

Volatility persistence

0.9117
221.65***
γ

leverage

Additional response to negative shocks

0.0427
1.06
δ

power

Transformation power

1.7622
29.31***

Persistence:

0.982

Half-life:

37 days