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V-Lab

Mep Infrastructure Dev Ltd APARCH Volatility Analysis

Volatility prediction for Wednesday, August 19th, 2026

1 Day

37.64%

decreased by 0.20%

1 Week

40.99%

increased by 3.15%

1 Month

48.00%

increased by 10.16%

Analysis last updated: Wednesday, August 19, 2026 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Mep Infrastructure Dev Ltd APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 6, 2015 to Aug 14, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 16% more than equivalent positive returns.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
8.43***
α

ARCH

Response to squared shocks

0.1868
23.69***
β

GARCH

Volatility persistence

0.7298
61.66***
γ

leverage

Additional response to negative shocks

0.0372
2.49**
δ

power

Transformation power

1.9550
26.38***

Persistence:

0.914

Half-life:

8 days