Big Digital Energy Inc APARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
163.33%
decreased by 2.48%
1 Week
165.35%
decreased by 0.46%
1 Month
173.17%
increased by 7.36%
Analysis last updated: Friday, July 17, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 22, 2012 to Jul 17, 2026Boundary Parameters
Model Insight
With persistence 0.999, volatility shocks have a half-life of 469 trading days (~1.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Leverage: Negative returns increase volatility 102% more than positive returns
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 2.41** |
α ARCH Response to squared shocks | 0.0713 | 10.72*** |
β GARCH Volatility persistence | 0.9287 | 177.97*** |
γ leverage Additional response to negative shocks | 0.1870 | 5.01*** |
δ power Transformation power | 1.8606 | 12.79*** |
Persistence:
0.999
Half-life:
469 days
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