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V-Lab

Everflow Resources Ltd APARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, August 3rd, 2026

1 Day

290.07%

increased by 0.14%

1 Week

290.07%

increased by 0.14%

1 Month

290.08%

increased by 0.15%

Analysis last updated: Sunday, August 2, 2026 at 02:13 AM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Everflow Resources Ltd APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 31, 2007 to Jul 31, 2026
Illiquid Asset
Boundary Parameters

Model Insight

With persistence 1.000, volatility shocks have a half-life of 588155 trading days (~2333.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 3.00 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0811
2.52**
α

ARCH

Response to squared shocks

0.0420
8.42***
β

GARCH

Volatility persistence

0.9328
242.41***
γ

leverage

Additional response to negative shocks

-0.0355
-1.10
δ

power

Transformation power

3.0000
16.09***

Persistence:

1.000

Half-life:

588155 days