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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 7, 2026 to Jul 17, 2026Boundary 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
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| Parameter | Value | t-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
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