Valion Bio Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
227.51%
increased by 40.30%
1 Week
194.86%
increased by 7.65%
1 Month
149.19%
decreased by 38.02%
Analysis last updated: Monday, July 20, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2021 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. The volatility power δ = 0.50 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 | 0.4467 | 3.58*** |
α ARCH Response to squared shocks | 0.2839 | 22.47*** |
β GARCH Volatility persistence | 0.6021 | 32.51*** |
γ leverage Additional response to negative shocks | -0.0277 | -0.94 |
δ power Transformation power | 0.5000 | 4.35*** |
Persistence:
0.836
Half-life:
4 days
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