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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Genfleet Therapeutics Shang APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 19, 2025 to Jul 10, 2026

Model 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

ParameterValuet-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