V-Lab
Virtuix Holdings Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
146.44%
decreased by 28.98%
1 Week
150.96%
decreased by 24.46%
1 Month
155.34%
decreased by 20.08%
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
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days. The volatility power δ = 0.56 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 0.51 |
α ARCH Response to squared shocks | 0.3572 | 17.12*** |
β GARCH Volatility persistence | 0.4315 | 9.79*** |
γ leverage Additional response to negative shocks | 0.0371 | 0.81 |
δ power Transformation power | 0.5585 | 0.81 |
Persistence:
0.722
Half-life:
2 days
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