Skip to main content
V-Lab
V-Lab

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%

decreased by 1.30%

1 Week

24.07%

decreased by 1.24%

1 Month

24.33%

decreased by 0.98%

Analysis last updated: Friday, October 16, 2026 at 11:24 PM UTC

Press Delete or Backspace to remove this series.
Date Range:

from

10/16/2024

to

10/16/2026

6M ·

1Y ·

All

graph of Miami International Hold Inc APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 14, 2025 to Oct 16, 2026

Model 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.

μ

APMEM Model

Tap to view equation

High persistence: persistence 1.000, shock half-life ~39376254 days
ParamValuet-stat
ωconst0.0062
0.52
αARCH0.1272
2.53**
βGARCH0.8728
18.97***
γleverage0.0297
0.33
δpower1.9976
1.64

1.000

Persistence

39376254d

Half-life
μ

APMEM Model

Tap to view equation

ParameterValuet-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