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V-Lab

Skyline Builders Group HLD Ltd Asy. Power MEM Volatility Analysis

Volatility prediction for Thursday, August 20th, 2026

1 Day

148.40%

decreased by 0.66%

1 Week

155.05%

increased by 5.99%

1 Month

167.04%

increased by 17.98%

Analysis last updated: Wednesday, August 19, 2026 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Skyline Builders Group HLD Ltd APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 23, 2025 to Aug 14, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 47% more than equivalent positive returns. The volatility power δ = 0.82 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
0.99
α

ARCH

Response to squared shocks

0.1741
7.42***
β

GARCH

Volatility persistence

0.7235
27.35***
γ

leverage

Additional response to negative shocks

0.2312
4.76***
δ

power

Transformation power

0.8214
2.26**

Persistence:

0.861

Half-life:

5 days