Keel Infrastructure Corp Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
98.36%
decreased by 3.40%
1 Week
90.41%
decreased by 11.35%
1 Month
69.21%
decreased by 32.55%
Analysis last updated: Friday, July 10, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 21, 2021 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days. The volatility power δ = 0.70 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0462 | 5.53*** |
α ARCH Response to squared shocks | 0.2182 | 33.88*** |
β GARCH Volatility persistence | 0.7818 | 114.53*** |
γ leverage Additional response to negative shocks | -0.0265 | -2.62*** |
δ power Transformation power | 0.6971 | 4.11*** |
Persistence:
0.956
Half-life:
16 days
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