Apaq Technology Co Ltd AGARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
86.50%
decreased by 8.60%
1 Week
83.79%
decreased by 11.31%
1 Month
75.07%
decreased by 20.03%
Analysis last updated: Tuesday, July 21, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 27, 2014 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3664 | 17.84*** |
α ARCH Response to squared shocks | 0.1420 | 33.49*** |
β GARCH Volatility persistence | 0.8135 | 172.20*** |
γ leverage Additional response to negative shocks | -0.0998 | -1.18 |
Persistence:
0.955
Half-life:
15 days
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