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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Bitcoin Depot Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 25, 2022 to Aug 7, 2026

Model 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

ParameterValuet-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