V-Lab
Solactive Myanmar-Focused Asia Index Asy. Power MEM Volatility Analysis
Last recorded values (Monday, March 10th, 2025):
1 Day
12.86%
1 Week
12.61%
1 Month
11.77%
Analysis last updated: Wednesday, September 2, 2026 at 04:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 19, 2012 to Mar 7, 2025Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 55% more than equivalent positive returns. The volatility power δ = 1.22 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0124 | 3.83*** |
| αARCH | 0.1306 | 7.59*** |
| βGARCH | 0.8646 | 52.16*** |
| γleverage | 0.1783 | 4.61*** |
| δpower | 1.2180 | 5.32*** |
0.972
Persistence24d
Half-lifeAPMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0124 | 3.83*** |
α ARCH Response to squared shocks | 0.1306 | 7.59*** |
β GARCH Volatility persistence | 0.8646 | 52.16*** |
γ leverage Additional response to negative shocks | 0.1783 | 4.61*** |
δ power Transformation power | 1.2180 | 5.32*** |
Persistence:
0.972
Half-life:
24 days
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