V-Lab
Insight Molecular Diagnostics Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
95.75%
increased by 22.16%
1 Week
93.63%
increased by 20.04%
1 Month
90.12%
increased by 16.53%
Analysis last updated: Tuesday, August 11, 2026 at 10:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2015 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. The volatility power δ = 1.10 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 | 3.80*** |
α ARCH Response to squared shocks | 0.2410 | 31.17*** |
β GARCH Volatility persistence | 0.6524 | 44.26*** |
γ leverage Additional response to negative shocks | 0.0378 | 2.80*** |
δ power Transformation power | 1.0952 | 8.93*** |
Persistence:
0.846
Half-life:
4 days
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