V-Lab
BARK Inc APARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
79.01%
increased by 4.49%
1 Week
81.36%
increased by 6.84%
1 Month
86.04%
increased by 11.52%
Analysis last updated: Friday, July 24, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2020 to Jul 24, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days. 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.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2882 | 10.19*** |
α ARCH Response to squared shocks | 0.1093 | 11.29*** |
β GARCH Volatility persistence | 0.7907 | 34.66*** |
γ leverage Additional response to negative shocks | 0.3631 | 1.88* |
δ power Transformation power | 0.5000 | 7.54*** |
Persistence:
0.879
Half-life:
5 days
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