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V-Lab

Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd APARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, July 14th, 2026

1 Day

57.75%

increased by 24.83%

1 Week

60.14%

increased by 27.22%

1 Month

68.64%

increased by 35.72%

Analysis last updated: Tuesday, July 14, 2026 at 06:14 PM UTC

Date Range:

from

to

6M ·

All

graph of Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 30, 2025 to Jul 10, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 14208685 trading days (~56383.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 2.30 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9575
2.59***
α

ARCH

Response to squared shocks

0.4341
12.70***
β

GARCH

Volatility persistence

0.5093
10.93***
γ

leverage

Additional response to negative shocks

-0.0491
-1.03
δ

power

Transformation power

2.2990
5.06***

Persistence:

1.000

Half-life:

14208685 days