Visne Madencilik Uretim Sana Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
69.71%
1 Week
70.09%
1 Month
71.50%
Analysis last updated: Tuesday, July 14, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 13, 2025 to Jul 10, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 164 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 2.97 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 1.76* |
α ARCH Response to squared shocks | 0.0117 | |
β GARCH Volatility persistence | 0.9235 | 109.42*** |
γ leverage Additional response to negative shocks | -1.0000 | |
δ power Transformation power | 2.9740 | 7.79*** |
Persistence:
0.996
Half-life:
164 days
Other Visne Madencilik Uretim Sana Analyses
Other Asy. Power MEM Analyses on International Equities