V-Lab
XtalPi Holdings Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
95.20%
decreased by 0.32%
1 Week
94.58%
decreased by 0.94%
1 Month
92.30%
decreased by 3.22%
Analysis last updated: Saturday, August 8, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 9, 2026 to Aug 7, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 39 trading days, meaning a shock loses half its impact after approximately 39 days. The volatility power δ = 2.65 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 0.31 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9825 | 49.55*** |
γ leverage Additional response to negative shocks | 0.4915 | 0.00 |
δ power Transformation power | 2.6461 | 9.72*** |
Persistence:
0.983
Half-life:
39 days
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