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V-Lab

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

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of QVC Group Inc APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 10, 2006 to May 15, 2026

Model 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

Tap to view equation

ParameterValuet-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