MSP Recovery Inc APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
92.73%
decreased by 3.97%
1 Week
92.73%
decreased by 3.97%
1 Month
92.74%
decreased by 3.96%
Analysis last updated: Saturday, June 13, 2026 at 01:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 2.34 | |
| 0.0733 | 3.14 | |
| 0.8817 | 40.50 | |
| 0.0617 | 1.05 | |
| 3.0000 | 6.82 |
Estimation Period:
Aug 14, 2020 to Jun 12, 2026
Aug 14, 2020 to Jun 12, 2026
Other MSP Recovery Inc Analyses
Other APARCH Analyses on Equities