V-Lab
Living REIT PLC 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 Thursday, October 1st, 2026
1 Day
18.21%
1 Week
18.23%
1 Month
18.30%
Analysis last updated: Thursday, October 1, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 8, 2017 to Sep 25, 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.
Leverage: Negative returns increase volatility 69% more than positive returns
APMEM Model
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0012 | 1.25 |
| αARCH | 0.1102 | 6.15*** |
| βGARCH | 0.8898 | 56.56*** |
| γleverage | 0.1329 | 2.41** |
| δpower | 1.9546 | 5.64*** |
1.000
Persistence-
Half-lifeAPMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0012 | 1.25 |
α ARCH Response to squared shocks | 0.1102 | 6.15*** |
β GARCH Volatility persistence | 0.8898 | 56.56*** |
γ leverage Additional response to negative shocks | 0.1329 | 2.41** |
δ power Transformation power | 1.9546 | 5.64*** |
Persistence:
1.000
Half-life:
-
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