Pineapple Financial Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, October 29th, 2026
1 Day
106.96%
1 Week
108.54%
1 Month
112.81%
Analysis last updated: Wednesday, October 28, 2026 at 10:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 1, 2023 to Oct 23, 2026Model Insight
Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days. The volatility power δ = 1.37 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 | 0.49 |
| αARCH | 0.2088 | 2.98*** |
| βGARCH | 0.7633 | 11.23*** |
| γleverage | 0.0492 | 0.31 |
| δpower | 1.3747 | 1.52 |
0.938
Persistence11d
Half-lifeAPMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 0.49 |
α ARCH Response to squared shocks | 0.2088 | 2.98*** |
β GARCH Volatility persistence | 0.7633 | 11.23*** |
γ leverage Additional response to negative shocks | 0.0492 | 0.31 |
δ power Transformation power | 1.3747 | 1.52 |
Persistence:
0.938
Half-life:
11 days
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