V-Lab
Range International Limited Asy. Power MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, August 5th, 2026
1 Day
263.51%
1 Week
263.58%
1 Month
263.87%
Analysis last updated: Wednesday, August 5, 2026 at 05:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 22, 2016 to Jul 3, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution. The volatility power δ = 2.19 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1374 | 8.39*** |
α ARCH Response to squared shocks | 0.0366 | 8.84*** |
β GARCH Volatility persistence | 0.9606 | 351.49*** |
γ leverage Additional response to negative shocks | -0.0329 | -1.30 |
δ power Transformation power | 2.1879 | 11.34*** |
Persistence:
1.000
Half-life:
-
Other Range International Limited Analyses
Other Asy. Power MEM Analyses on International Equities