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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Big Digital Energy Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 22, 2012 to Jul 17, 2026
Boundary 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

ParameterValuet-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