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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

Date Range:

from

to

6M ·

All

graph of Estun Automation Co Ltd APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 9, 2026 to Jul 31, 2026

Model 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

ParameterValuet-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