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V-Lab

Big Sky Industrial Inc APARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

88.51%

increased by 0.04%

1 Week

89.24%

increased by 0.77%

1 Month

91.80%

increased by 3.33%

Analysis last updated: Friday, August 14, 2026 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Big Sky Industrial Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 1, 1990 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 40 trading days, meaning a shock loses half its impact after approximately 40 days. The volatility power δ = 1.67 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.4276
9.57***
α

ARCH

Response to squared shocks

0.1071
29.50***
β

GARCH

Volatility persistence

0.8865
239.09***
γ

leverage

Additional response to negative shocks

-0.0011
-0.05
δ

power

Transformation power

1.6738
29.85***

Persistence:

0.983

Half-life:

40 days