Megachips Corp APARCH Volatility Analysis
Volatility prediction for Friday, July 17th, 2026
1 Day
44.65%
decreased by 0.70%
1 Week
45.20%
decreased by 0.15%
1 Month
47.21%
increased by 1.86%
Analysis last updated: Friday, July 17, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 17, 1998 to Jul 10, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 51% more than equivalent positive returns. The volatility power δ = 1.32 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0864 | 12.78*** |
α ARCH Response to squared shocks | 0.0770 | 27.66*** |
β GARCH Volatility persistence | 0.9220 | 309.93*** |
γ leverage Additional response to negative shocks | 0.1554 | 7.05*** |
δ power Transformation power | 1.3207 | 30.80*** |
Persistence:
0.986
Half-life:
50 days
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