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V-Lab

Founders 100 ETF APARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

28.87%

decreased by 0.49%

1 Week

28.95%

decreased by 0.41%

1 Month

29.17%

decreased by 0.19%

Analysis last updated: Saturday, August 8, 2026 at 02:15 AM UTC

Date Range:

from

to

6M ·

All

graph of Founders 100 ETF APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 18, 2025 to Aug 7, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. The volatility power δ = 0.50 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0890
9.41***
α

ARCH

Response to squared shocks

0.0149
1.76*
β

GARCH

Volatility persistence

0.9261
51.93***
γ

leverage

Additional response to negative shocks

1.0000
182.75***
δ

power

Transformation power

0.5000
2.33**

Persistence:

0.935

Half-life:

10 days