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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

Date Range:

from

to

6M ·

All

graph of Virtuix Holdings Inc AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 27, 2026 to Aug 14, 2026

Model 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

ParameterValuet-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:

-