Urbana Corp Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
36.14%
decreased by 1.31%
1 Week
37.16%
decreased by 0.29%
1 Month
40.85%
increased by 3.40%
Analysis last updated: Saturday, July 18, 2026 at 09:48 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 16, 1990 to Jul 17, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 73% more than equivalent positive returns. The volatility power δ = 1.31 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0953 | 15.36*** |
α ARCH Response to squared shocks | 0.0832 | 15.91*** |
β GARCH Volatility persistence | 0.9168 | 182.38*** |
γ leverage Additional response to negative shocks | 0.2067 | 7.21*** |
δ power Transformation power | 1.3083 | 22.23*** |
Persistence:
0.986
Half-life:
50 days
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