Praxis Precision Medicines Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
84.23%
increased by 3.89%
1 Week
79.01%
decreased by 1.33%
1 Month
66.67%
decreased by 13.67%
Analysis last updated: Friday, July 17, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 16, 2020 to Jul 17, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 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 | 0.1207 | 5.19*** |
α ARCH Response to squared shocks | 0.1779 | 29.32*** |
β GARCH Volatility persistence | 0.7841 | 93.05*** |
γ leverage Additional response to negative shocks | 0.0467 | 2.86*** |
δ power Transformation power | 0.5000 | 3.99*** |
Persistence:
0.930
Half-life:
10 days
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