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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 5, 2026 to Jul 10, 2026Model 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
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| Parameter | Value | t-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
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