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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

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Hu Group Holdings Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 4, 1990 to Aug 10, 2026

Model 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

ParameterValuet-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