V-Lab
Society Pass Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
9,229.86%
increased by 6,400.75%
1 Week
7,710.76%
increased by 4,881.65%
1 Month
4,703.38%
increased by 1,874.27%
Analysis last updated: Saturday, August 15, 2026 at 09:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 9, 2021 to Aug 14, 2026Boundary Parameters
Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 39% more than equivalent positive returns. The volatility power δ = 1.26 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 | 1.0000 | 2.51** |
α ARCH Response to squared shocks | 0.6709 | 7.71*** |
β GARCH Volatility persistence | 0.3291 | 6.76*** |
γ leverage Additional response to negative shocks | 0.1289 | 4.55*** |
δ power Transformation power | 1.2617 | 4.20*** |
Persistence:
0.881
Half-life:
5 days
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