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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 22, 1999 to Jul 17, 2026Model 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
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| Parameter | Value | t-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
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