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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Global Mofy AI Ltd APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 10, 2023 to Jul 24, 2026
Boundary 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

ParameterValuet-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