NextBoat Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
48.17%
decreased by 1.77%
1 Week
46.43%
decreased by 3.51%
1 Month
41.61%
decreased by 8.33%
Analysis last updated: Tuesday, July 21, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 13, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 14 trading days, meaning a shock loses half its impact after approximately 14 days. The volatility power δ = 0.50 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 | 0.0668 | 2.54** |
α ARCH Response to squared shocks | 0.1156 | 9.75*** |
β GARCH Volatility persistence | 0.8571 | 77.21*** |
γ leverage Additional response to negative shocks | -0.1229 | -1.89* |
δ power Transformation power | 0.5000 | 1.19 |
Persistence:
0.952
Half-life:
14 days
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