Genfleet Therapeutics Shang APARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
84.26%
decreased by 14.34%
1 Week
85.28%
decreased by 13.32%
1 Month
88.54%
decreased by 10.06%
Analysis last updated: Tuesday, July 14, 2026 at 06:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 19, 2025 to Jul 10, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 26% more than equivalent positive returns. The volatility power δ = 0.75 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 | 0.1425 | 2.62*** |
α ARCH Response to squared shocks | 0.1647 | 8.20*** |
β GARCH Volatility persistence | 0.8331 | 32.29*** |
γ leverage Additional response to negative shocks | 0.1525 | 2.78*** |
δ power Transformation power | 0.7518 | 6.16*** |
Persistence:
0.964
Half-life:
19 days
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