V-Lab
Hu Group Holdings Inc APARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
30.99%
decreased by 0.24%
1 Week
31.36%
increased by 0.13%
1 Month
32.62%
increased by 1.39%
Analysis last updated: Tuesday, August 11, 2026 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 4, 1990 to Aug 10, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 46% more than equivalent positive returns. The volatility power δ = 1.70 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 | 0.1012 | 13.43*** |
α ARCH Response to squared shocks | 0.0918 | 29.84*** |
β GARCH Volatility persistence | 0.8941 | 258.87*** |
γ leverage Additional response to negative shocks | 0.1114 | 6.21*** |
δ power Transformation power | 1.6961 | 29.47*** |
Persistence:
0.978
Half-life:
31 days
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