Madala Holdings Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
53.10%
1 Week
53.44%
1 Month
54.72%
Analysis last updated: Tuesday, July 14, 2026 at 06:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 29, 2008 to Jul 10, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 102 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 2.29 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.
Inverse leverage: Positive returns increase volatility 17% more than negative returns
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2244 | 7.16*** |
α ARCH Response to squared shocks | 0.1047 | 29.29*** |
β GARCH Volatility persistence | 0.8757 | 192.76*** |
γ leverage Additional response to negative shocks | -0.0349 | -2.87*** |
δ power Transformation power | 2.2876 | 33.30*** |
Persistence:
0.993
Half-life:
102 days
Other Madala Holdings Ltd Analyses
Other Asy. Power MEM Analyses on International Equities