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PMV Pharmaceuticals Inc Asy. Power MEM Volatility Analysis

Volatility prediction for Monday, September 14th, 2026

1 Day

71.70%

increased by 0.50%

1 Week

68.98%

decreased by 2.22%

1 Month

64.85%

decreased by 6.35%

Analysis last updated: Friday, September 11, 2026 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of PMV Pharmaceuticals Inc APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 25, 2020 to Sep 11, 2026
Boundary Parameters

Model 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.

μ

APMEM Model

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Shock decay: Shocks decay with a 4-day half-lifeδ = 1.28 · sub-quadratic power
ParamValuet-stat
ωconst1.0000
1.45
αARCH0.3156
7.34***
βGARCH0.5660
8.53***
γleverage-0.0278
-0.65
δpower1.2795
3.02***

0.826

Persistence

4d

Half-life
μ

APMEM Model

Tap to view equation

ParameterValuet-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