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V-Lab

Everforth Inc APARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

76.51%

decreased by 0.36%

1 Week

76.37%

decreased by 0.50%

1 Month

75.86%

decreased by 1.01%

Analysis last updated: Monday, July 20, 2026 at 09:42 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Everforth Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 22, 1992 to Jul 17, 2026

Model Insight

With persistence 0.990, volatility shocks have a half-life of 71 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 0.99 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

Leverage: volatility responds almost entirely to negative shocks

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0418
13.33***
α

ARCH

Response to squared shocks

0.0474
19.72***
β

GARCH

Volatility persistence

0.9526
366.67***
γ

leverage

Additional response to negative shocks

0.6851
15.25***
δ

power

Transformation power

0.9899
19.61***

Persistence:

0.990

Half-life:

71 days