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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of ATIF Holdings Ltd APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 3, 2019 to Aug 14, 2026
Boundary 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

Tap to view equation

ParameterValuet-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