V-Lab
Boost Run Inc APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, August 17th, 2026
1 Day
147.99%
1 Week
147.99%
1 Month
148.00%
Analysis last updated: Friday, August 14, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 8, 2024 to Aug 14, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 3492945 trading days (~13860.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 2.28 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0031 | 0.94 |
α ARCH Response to squared shocks | 0.0128 | 0.00 |
β GARCH Volatility persistence | 0.9652 | 112.62*** |
γ leverage Additional response to negative shocks | -1.0000 | 0.00 |
δ power Transformation power | 2.2775 | 2.59*** |
Persistence:
1.000
Half-life:
3492945 days
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