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V-Lab

Xexymix Corp APARCH Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

42.38%

increased by 0.86%

1 Week

44.40%

increased by 2.88%

1 Month

48.77%

increased by 7.25%

Analysis last updated: Tuesday, August 11, 2026 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Xexymix Corp APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 13, 2020 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8666
5.81***
α

ARCH

Response to squared shocks

0.1762
12.37***
β

GARCH

Volatility persistence

0.7416
60.19***
γ

leverage

Additional response to negative shocks

0.0312
1.35
δ

power

Transformation power

1.8562
13.99***

Persistence:

0.909

Half-life:

7 days