V-Lab
Modular Medical Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
162.58%
increased by 9.34%
1 Week
161.19%
increased by 7.95%
1 Month
156.09%
increased by 2.85%
Analysis last updated: Friday, September 11, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2022 to Sep 11, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 128% more than equivalent positive returns.
μ
APMEM Model
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Leverage: Negative returns increase volatility 128% more than positive returns
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.6316 | 1.17 |
| αARCH | 0.1727 | 5.48*** |
| βGARCH | 0.8095 | 27.36*** |
| γleverage | 0.2104 | 2.60*** |
| δpower | 1.9285 | 3.43*** |
0.985
Persistence45d
Half-lifeμ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6316 | 1.17 |
α ARCH Response to squared shocks | 0.1727 | 5.48*** |
β GARCH Volatility persistence | 0.8095 | 27.36*** |
γ leverage Additional response to negative shocks | 0.2104 | 2.60*** |
δ power Transformation power | 1.9285 | 3.43*** |
Persistence:
0.985
Half-life:
45 days
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