Regentis Biomaterials Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
303.74%
decreased by 40.20%
1 Week
294.63%
decreased by 49.31%
1 Month
268.91%
decreased by 75.03%
Analysis last updated: Wednesday, July 22, 2026 at 02:25 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 4, 2025 to Jul 17, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 66% more than equivalent positive returns. The volatility power δ = 0.50 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1682 | 14.51*** |
α ARCH Response to squared shocks | 0.2301 | 6.02*** |
β GARCH Volatility persistence | 0.7699 | 35.58*** |
γ leverage Additional response to negative shocks | 0.4662 | 5.02*** |
δ power Transformation power | 0.5000 | 6.41*** |
Persistence:
0.954
Half-life:
15 days
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