V-Lab
Sunstone Hotel Investors Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Friday, October 2nd, 2026
1 Day
17.87%
1 Week
17.56%
1 Month
16.69%
Analysis last updated: Thursday, October 1, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 21, 2004 to Sep 25, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 19% more than equivalent positive returns. The volatility power δ = 0.89 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0527 | 4.73*** |
| αARCH | 0.2174 | 15.01*** |
| βGARCH | 0.7716 | 52.32*** |
| γleverage | 0.0966 | 3.94*** |
| δpower | 0.8946 | 4.22*** |
0.944
Persistence12d
Half-lifeAPMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0527 | 4.73*** |
α ARCH Response to squared shocks | 0.2174 | 15.01*** |
β GARCH Volatility persistence | 0.7716 | 52.32*** |
γ leverage Additional response to negative shocks | 0.0966 | 3.94*** |
δ power Transformation power | 0.8946 | 4.22*** |
Persistence:
0.944
Half-life:
12 days
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