V-Lab
RGF Capital Markets Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, July 29th, 2026
1 Day
47.33%
decreased by 2.52%
1 Week
51.18%
increased by 1.33%
1 Month
61.26%
increased by 11.41%
Analysis last updated: Wednesday, July 29, 2026 at 06:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 31, 2018 to Jul 17, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 29% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 4.53*** |
α ARCH Response to squared shocks | 0.2663 | 22.44*** |
β GARCH Volatility persistence | 0.6964 | 43.91*** |
γ leverage Additional response to negative shocks | -0.0690 | -4.15*** |
δ power Transformation power | 1.8607 | 13.91*** |
Persistence:
0.951
Half-life:
14 days
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