V-Lab
BARK Inc APARCH Volatility Analysis
Volatility prediction for Tuesday, September 8th, 2026
1 Day
73.37%
1 Week
75.06%
1 Month
78.51%
Analysis last updated: Friday, September 4, 2026 at 10:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2020 to Sep 4, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 104% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APARCH Model
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.2634 | 2.83*** |
| αARCH | 0.0832 | 3.40*** |
| βGARCH | 0.8192 | 12.28*** |
| γleverage | -0.6122 | -2.19** |
| δpower | 0.5000 | 2.39** |
0.884
Persistence6d
Half-lifeAPARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2634 | 2.83*** |
α ARCH Response to squared shocks | 0.0832 | 3.40*** |
β GARCH Volatility persistence | 0.8192 | 12.28*** |
γ leverage Additional response to negative shocks | -0.6122 | -2.19** |
δ power Transformation power | 0.5000 | 2.39** |
Persistence:
0.884
Half-life:
6 days
Other APARCH Analyses on Equities