V-Lab
Virtuix Holdings Inc Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, August 20th, 2026
1 Day
118.44%
decreased by 23.19%
1 Week
128.64%
decreased by 12.99%
1 Month
163.18%
increased by 21.55%
Analysis last updated: Wednesday, August 19, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 14, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 2.50** |
α ARCH Response to squared shocks | 0.4674 | 11.74*** |
β GARCH Volatility persistence | 0.5188 | 29.35*** |
γ leverage Additional response to negative shocks | 0.0276 | 0.38 |
Persistence:
1.000
Half-life:
-
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