V-Lab
XtalPi Holdings Ltd APARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
68.39%
increased by 2.45%
1 Week
70.98%
increased by 5.04%
1 Month
79.07%
increased by 13.13%
Analysis last updated: Saturday, August 8, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 13, 2024 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 20 trading days, meaning a shock loses half its impact after approximately 20 days. The volatility power δ = 1.43 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5037 | 3.25*** |
α ARCH Response to squared shocks | 0.1538 | 13.08*** |
β GARCH Volatility persistence | 0.8352 | 72.52*** |
γ leverage Additional response to negative shocks | 0.0324 | 0.65 |
δ power Transformation power | 1.4272 | 7.30*** |
Persistence:
0.965
Half-life:
20 days
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