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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Valion Bio Inc APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 11, 2021 to Jul 17, 2026

Model 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

Tap to view equation

ParameterValuet-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