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V-Lab

Versant Media Group Inc Asy. Power MEM Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

41.97%

increased by 0.09%

1 Week

41.93%

increased by 0.05%

1 Month

41.86%

decreased by 0.02%

Analysis last updated: Tuesday, July 14, 2026 at 09:35 PM UTC

Date Range:

from

to

6M ·

All

graph of Versant Media Group Inc APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 5, 2026 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
1.33
α

ARCH

Response to squared shocks

0.0021
0.00
β

GARCH

Volatility persistence

0.8549
30.26***
γ

leverage

Additional response to negative shocks

1.0000
0.00
δ

power

Transformation power

2.0246
3.65***

Persistence:

0.859

Half-life:

5 days