V-Lab
Galera Therapeutics Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
332.49%
increased by 217.40%
1 Week
318.94%
increased by 203.85%
1 Month
275.53%
increased by 160.44%
Analysis last updated: Wednesday, August 5, 2026 at 09:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 7, 2019 to Jul 17, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 19% more than equivalent positive returns. The volatility power δ = 1.60 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 5.46*** |
α ARCH Response to squared shocks | 0.2770 | 28.46*** |
β GARCH Volatility persistence | 0.7142 | 78.26*** |
γ leverage Additional response to negative shocks | 0.0547 | 4.70*** |
δ power Transformation power | 1.5984 | 15.25*** |
Persistence:
0.959
Half-life:
16 days
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