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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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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 Jul 24, 2026
Illiquid 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

ParameterValuet-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