V-Lab
Smart Powerr Corp APARCH Volatility Analysis
Volatility prediction for Friday, August 14th, 2026
1 Day
314.24%
1 Week
312.29%
1 Month
304.80%
Analysis last updated: Friday, August 14, 2026 at 09:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 4, 2001 to Aug 7, 2026Model Insight
With persistence 0.992, volatility shocks have a half-life of 87 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 1.77 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
Leverage: Negative returns increase volatility 43% more than positive returns
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4759 | 6.14*** |
α ARCH Response to squared shocks | 0.0538 | 16.65*** |
β GARCH Volatility persistence | 0.9419 | 300.46*** |
γ leverage Additional response to negative shocks | 0.1006 | 3.05*** |
δ power Transformation power | 1.7721 | 22.25*** |
Persistence:
0.992
Half-life:
87 days
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