Zenta Group Co Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
131.46%
decreased by 3.79%
1 Week
131.31%
decreased by 3.94%
1 Month
130.81%
decreased by 4.44%
Analysis last updated: Friday, July 17, 2026 at 10:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 9, 2025 to Jul 17, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 41 trading days, meaning a shock loses half its impact after approximately 41 days.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 0.81 |
α ARCH Response to squared shocks | 0.0618 | 5.28*** |
β GARCH Volatility persistence | 0.9222 | 29.14*** |
γ leverage Additional response to negative shocks | 0.0379 | 0.47 |
δ power Transformation power | 1.9711 | 7.35*** |
Persistence:
0.983
Half-life:
41 days
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