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V-Lab

OceanaGold Corp Asy. Power MEM Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

59.87%

decreased by 0.56%

1 Week

60.31%

decreased by 0.12%

1 Month

61.75%

increased by 1.32%

Analysis last updated: Friday, July 17, 2026 at 11:12 PM UTC

Date Range:

from

to

6M ·

All

graph of OceanaGold Corp APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 7, 2026 to Jul 17, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 22 trading days, meaning a shock loses half its impact after approximately 22 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

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0642
1.05
α

ARCH

Response to squared shocks

0.0109
0.87
β

GARCH

Volatility persistence

0.9625
23.09***
γ

leverage

Additional response to negative shocks

-1.0000
-74.49***
δ

power

Transformation power

0.5000
0.71

Persistence:

0.969

Half-life:

22 days