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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 23, 2025 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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