Skip to main content
V-Lab

NVIDIA Corp Asy. Power MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

44.94%

decreased by 3.12%

1 Week

42.95%

decreased by 5.11%

1 Month

37.26%

decreased by 10.80%

Analysis last updated: Monday, July 20, 2026 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NVIDIA Corp APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 22, 1999 to Jul 17, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 13% more than equivalent positive returns. The volatility power δ = 0.95 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0684
15.44***
α

ARCH

Response to squared shocks

0.2212
64.80***
β

GARCH

Volatility persistence

0.7761
226.41***
γ

leverage

Additional response to negative shocks

0.0656
10.13***
δ

power

Transformation power

0.9508
18.59***

Persistence:

0.952

Half-life:

14 days