V-Lab
Sam Holdings Corporation 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
29.16%
1 Week
29.71%
1 Month
31.78%
Analysis last updated: Wednesday, August 5, 2026 at 08:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 18, 2008 to Jul 31, 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 = 2.28 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0867 | 15.71*** |
α ARCH Response to squared shocks | 0.1415 | 30.82*** |
β GARCH Volatility persistence | 0.8421 | 216.93*** |
γ leverage Additional response to negative shocks | 0.0054 | 0.73 |
δ power Transformation power | 2.2770 | 22.69*** |
Persistence:
1.000
Half-life:
-
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