V-Lab
ATIF Holdings Ltd APARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
93.53%
increased by 6.69%
1 Week
101.18%
increased by 14.34%
1 Month
113.34%
increased by 26.50%
Analysis last updated: Friday, August 14, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 3, 2019 to Aug 14, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. The volatility power δ = 0.89 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 | 1.0000 | 6.93*** |
α ARCH Response to squared shocks | 0.2059 | 18.98*** |
β GARCH Volatility persistence | 0.6734 | 29.20*** |
γ leverage Additional response to negative shocks | -0.0817 | -1.52 |
δ power Transformation power | 0.8933 | 14.08*** |
Persistence:
0.837
Half-life:
4 days
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