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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

Date Range:

from

to

6M ·

All

graph of XtalPi Holdings Ltd APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 9, 2026 to Aug 7, 2026
Boundary 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

ParameterValuet-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