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V-Lab

Onterris Inc Asy. Power MEM Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

56.09%

increased by 5.71%

1 Week

53.07%

increased by 2.69%

1 Month

49.66%

decreased by 0.72%

Analysis last updated: Friday, July 10, 2026 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Onterris Inc APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 24, 2020 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days. The volatility power δ = 0.55 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

0.4326
5.30***
α

ARCH

Response to squared shocks

0.2658
28.40***
β

GARCH

Volatility persistence

0.5487
36.74***
γ

leverage

Additional response to negative shocks

0.0605
4.50***
δ

power

Transformation power

0.5519
4.42***

Persistence:

0.765

Half-life:

3 days