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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 24, 2020 to Jul 10, 2026Model 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
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| Parameter | Value | t-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
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