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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Regentis Biomaterials Ltd APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 4, 2025 to Jul 17, 2026

Model 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

ParameterValuet-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