V-Lab
Global Mofy AI Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
186.03%
decreased by 42.20%
1 Week
169.19%
decreased by 59.04%
1 Month
141.06%
decreased by 87.17%
Analysis last updated: Friday, July 24, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 10, 2023 to Jul 24, 2026Boundary Parameters
Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 37% more than equivalent positive returns. The volatility power δ = 0.95 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 | 3.90*** |
α ARCH Response to squared shocks | 0.3430 | 16.30*** |
β GARCH Volatility persistence | 0.5788 | 18.06*** |
γ leverage Additional response to negative shocks | 0.1664 | 4.55*** |
δ power Transformation power | 0.9458 | 8.38*** |
Persistence:
0.852
Half-life:
4 days
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