Sats As Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
25.01%
decreased by 3.20%
1 Week
25.36%
decreased by 2.85%
1 Month
26.04%
decreased by 2.17%
Analysis last updated: Tuesday, July 14, 2026 at 07:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 23, 2019 to Jul 10, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 11% more than equivalent positive returns. The volatility power δ = 0.83 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1936 | 11.67*** |
α ARCH Response to squared shocks | 0.2876 | 39.11*** |
β GARCH Volatility persistence | 0.6450 | 69.62*** |
γ leverage Additional response to negative shocks | 0.0648 | 6.12*** |
δ power Transformation power | 0.8258 | 11.34*** |
Persistence:
0.874
Half-life:
5 days
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