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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%

decreased by 2.23%

1 Week

147.99%

decreased by 2.23%

1 Month

148.00%

decreased by 2.22%

Analysis last updated: Friday, August 14, 2026 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Boost Run Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 8, 2024 to Aug 14, 2026
Boundary Parameters

Model 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.

σ

APARCH Model

Tap to view equation

ParameterValuet-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