Princes Group PLC Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
35.51%
increased by 0.01%
1 Week
34.32%
decreased by 1.18%
1 Month
31.54%
decreased by 3.96%
Analysis last updated: Sunday, July 19, 2026 at 04:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 31, 2025 to Jul 17, 2026Boundary Parameters
Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 18% more than equivalent positive returns. 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 | 0.1059 | 4.36*** |
α ARCH Response to squared shocks | 0.1682 | 6.85*** |
β GARCH Volatility persistence | 0.7821 | 26.28*** |
γ leverage Additional response to negative shocks | 0.1626 | 3.52*** |
δ power Transformation power | 0.5000 | 2.80*** |
Persistence:
0.920
Half-life:
8 days
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