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V-Lab

Visne Madencilik Uretim Sana Asy. Power MEM Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

69.71%

decreased by 1.60%

1 Week

70.09%

decreased by 1.22%

1 Month

71.50%

increased by 0.19%

Analysis last updated: Tuesday, July 14, 2026 at 08:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Visne Madencilik Uretim Sana APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 13, 2025 to Jul 10, 2026

Model 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.

μ

APMEM Model

Tap to view equation

ParameterValuet-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