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%
1 Week
290.07%
1 Month
290.08%
Analysis last updated: Sunday, August 2, 2026 at 02:13 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 31, 2007 to Jul 31, 2026Model 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.
APARCH Model
Tap to view equation
| Parameter | Value | t-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
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