QVC Group Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
1,560.79%
decreased by 251.01%
1 Week
1,509.60%
decreased by 302.20%
1 Month
1,331.87%
decreased by 479.93%
Analysis last updated: Friday, June 19, 2026 at 01:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 10, 2006 to May 15, 2026Model Insight
Volatility shocks decay with a half-life of 25 trading days, meaning a shock loses half its impact after approximately 25 days. The volatility power δ = 1.63 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 | 1.0000 | 4.56*** |
α ARCH Response to squared shocks | 0.2146 | 14.53*** |
β GARCH Volatility persistence | 0.7814 | 45.79*** |
γ leverage Additional response to negative shocks | 0.0526 | 1.13 |
δ power Transformation power | 1.6269 | 14.65*** |
Persistence:
0.972
Half-life:
25 days
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