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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Apaq Technology Co Ltd AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 27, 2014 to Jul 17, 2026

Model 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

ParameterValuet-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