Vivakor Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
205.86%
decreased by 16.69%
1 Week
191.56%
decreased by 30.99%
1 Month
162.65%
decreased by 59.90%
Analysis last updated: Tuesday, July 14, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 15, 2022 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. The volatility power δ = 0.93 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 | 0.7983 | 4.70*** |
α ARCH Response to squared shocks | 0.3606 | 23.90*** |
β GARCH Volatility persistence | 0.6032 | 38.17*** |
γ leverage Additional response to negative shocks | 0.0137 | 0.77 |
δ power Transformation power | 0.9337 | 10.08*** |
Persistence:
0.890
Half-life:
6 days
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