V-Lab
PMV Pharmaceuticals Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
71.70%
1 Week
68.98%
1 Month
64.85%
Analysis last updated: Friday, September 11, 2026 at 11:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 25, 2020 to Sep 11, 2026Model Insight
Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. The volatility power δ = 1.28 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.0000 | 1.45 |
| αARCH | 0.3156 | 7.34*** |
| βGARCH | 0.5660 | 8.53*** |
| γleverage | -0.0278 | -0.65 |
| δpower | 1.2795 | 3.02*** |
0.826
Persistence4d
Half-lifeAPMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 1.45 |
α ARCH Response to squared shocks | 0.3156 | 7.34*** |
β GARCH Volatility persistence | 0.5660 | 8.53*** |
γ leverage Additional response to negative shocks | -0.0278 | -0.65 |
δ power Transformation power | 1.2795 | 3.02*** |
Persistence:
0.826
Half-life:
4 days
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