V-Lab
Bitcoin Depot 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 Tuesday, August 11th, 2026
1 Day
322.60%
decreased by 11.31%
1 Week
322.92%
decreased by 10.99%
1 Month
324.18%
decreased by 9.73%
Analysis last updated: Tuesday, August 11, 2026 at 09:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 25, 2022 to Aug 7, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 99670780 trading days (~395519.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3867 | 4.34*** |
α ARCH Response to squared shocks | 0.0670 | 5.29*** |
β GARCH Volatility persistence | 0.9330 | 116.75*** |
γ leverage Additional response to negative shocks | -0.0717 | -1.01 |
δ power Transformation power | 1.9862 | 13.04*** |
Persistence:
1.000
Half-life:
99670780 days
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