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V-Lab

Trust Finance Indonesia Tbk PT Asy. Power MEM Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

110.92%

decreased by 10.83%

1 Week

109.08%

decreased by 12.67%

1 Month

103.36%

decreased by 18.39%

Analysis last updated: Tuesday, July 14, 2026 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Trust Finance Indonesia Tbk PT APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 22, 2003 to Jul 10, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 20% more than equivalent positive returns. The volatility power δ = 1.84 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
4.18***
α

ARCH

Response to squared shocks

0.1821
18.59***
β

GARCH

Volatility persistence

0.7836
60.39***
γ

leverage

Additional response to negative shocks

0.0497
2.52**
δ

power

Transformation power

1.8382
15.53***

Persistence:

0.956

Half-life:

15 days