Miami International Hold Inc 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 Monday, October 19th, 2026
1 Day
24.01%
1 Week
24.07%
1 Month
24.33%
Analysis last updated: Friday, October 16, 2026 at 11:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 14, 2025 to Oct 16, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 39376254 trading days (~156255.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
APMEM Model
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0062 | 0.52 |
| αARCH | 0.1272 | 2.53** |
| βGARCH | 0.8728 | 18.97*** |
| γleverage | 0.0297 | 0.33 |
| δpower | 1.9976 | 1.64 |
1.000
Persistence39376254d
Half-lifeAPMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0062 | 0.52 |
α ARCH Response to squared shocks | 0.1272 | 2.53** |
β GARCH Volatility persistence | 0.8728 | 18.97*** |
γ leverage Additional response to negative shocks | 0.0297 | 0.33 |
δ power Transformation power | 1.9976 | 1.64 |
Persistence:
1.000
Half-life:
39376254 days
Other Miami International Hold Inc Analyses
Other Asy. Power MEM Analyses on Equities