V-Lab
Buda Juice Inc APARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
72.52%
decreased by 3.40%
1 Week
72.97%
decreased by 2.95%
1 Month
74.47%
decreased by 1.45%
Analysis last updated: Friday, August 7, 2026 at 11:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 8, 2026 to Aug 7, 2026Model Insight
This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible. The volatility power δ = 1.64 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3737 | 1.31 |
α ARCH Response to squared shocks | 0.0678 | 4.60*** |
β GARCH Volatility persistence | 0.8978 | 31.02*** |
γ leverage Additional response to negative shocks | 0.7038 | 3.97*** |
δ power Transformation power | 1.6416 | 5.83*** |
Persistence:
0.974
Half-life:
27 days
Other Buda Juice Inc Analyses
Other APARCH Analyses on Equities