V-Lab
Asaka Industrial Co Ltd APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, August 19th, 2026
1 Day
32.72%
1 Week
33.10%
1 Month
34.56%
Analysis last updated: Wednesday, August 19, 2026 at 07:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 30, 1993 to Aug 10, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
Leverage: Negative returns increase volatility 44% more than positive returns
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0520 | 12.68*** |
α ARCH Response to squared shocks | 0.0698 | 14.58*** |
β GARCH Volatility persistence | 0.9284 | 291.30*** |
γ leverage Additional response to negative shocks | 0.0896 | 4.38*** |
δ power Transformation power | 2.0451 | 24.82*** |
Persistence:
1.000
Half-life:
-
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