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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2025 to Aug 7, 2026Boundary 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
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| Parameter | Value | t-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
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