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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 16, 2026 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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