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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 22, 2003 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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