V-Lab
Estun Automation Co Ltd APARCH Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
130.84%
increased by 0.50%
1 Week
114.79%
decreased by 15.55%
1 Month
103.65%
decreased by 26.69%
Analysis last updated: Wednesday, August 5, 2026 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 9, 2026 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days. The volatility power δ = 0.50 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 | 0.9246 | 7.05*** |
α ARCH Response to squared shocks | 0.1995 | 7.88*** |
β GARCH Volatility persistence | 0.5143 | 8.15*** |
γ leverage Additional response to negative shocks | -1.0000 | -904.97*** |
δ power Transformation power | 0.5000 | 7.32*** |
Persistence:
0.631
Half-life:
2 days
Other Estun Automation Co Ltd Analyses
Other APARCH Analyses on International Equities