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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of XtalPi Holdings Ltd APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 13, 2024 to Aug 7, 2026

Model 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

ParameterValuet-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