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V-Lab

ReposiTrak Inc Asy. Power MEM Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

42.45%

decreased by 0.86%

1 Week

43.37%

increased by 0.06%

1 Month

46.81%

increased by 3.50%

Analysis last updated: Tuesday, July 14, 2026 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ReposiTrak Inc APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 2, 1998 to Jul 10, 2026

Model Insight

With persistence 0.998, volatility shocks have a half-life of 352 trading days (~1.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 2.16 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2169
10.90***
α

ARCH

Response to squared shocks

0.0950
19.10***
β

GARCH

Volatility persistence

0.8970
250.97***
γ

leverage

Additional response to negative shocks

0.0217
2.22**
δ

power

Transformation power

2.1612
37.04***

Persistence:

0.998

Half-life:

352 days