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V-Lab

Victory Electric Vehicles International Ltd Asy. Power MEM Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

73.00%

increased by 1.16%

1 Week

72.43%

increased by 0.59%

1 Month

70.56%

decreased by 1.28%

Analysis last updated: Tuesday, July 14, 2026 at 07:06 PM UTC

Date Range:

from

to

6M ·

All

graph of Victory Electric Vehicles International Ltd APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 16, 2026 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 19 trading days, meaning a shock loses half its impact after approximately 19 days. The volatility power δ = 2.37 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
1.05
α

ARCH

Response to squared shocks

0.0149
β

GARCH

Volatility persistence

0.9187
62.67***
γ

leverage

Additional response to negative shocks

-1.0000
δ

power

Transformation power

2.3683
7.34***

Persistence:

0.963

Half-life:

19 days