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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 6, 2015 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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