V-Lab
Hive Digital Technologies Ltd Asy. Power MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, August 11th, 2026
1 Day
82.75%
1 Week
85.00%
1 Month
93.43%
Analysis last updated: Tuesday, August 11, 2026 at 09:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 1998 to Aug 7, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8362 | 6.63*** |
α ARCH Response to squared shocks | 0.2593 | 45.81*** |
β GARCH Volatility persistence | 0.7358 | 106.30*** |
γ leverage Additional response to negative shocks | -0.0125 | -2.43** |
δ power Transformation power | 2.0505 | 42.86*** |
Persistence:
1.000
Half-life:
-
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