Grab Holdings Limited 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, July 13th, 2026
1 Day
42.80%
1 Week
43.48%
1 Month
46.13%
Analysis last updated: Friday, July 10, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 1, 2020 to Jul 10, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
Inverse leverage: Positive returns increase volatility 145% more than negative returns
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0967 | 8.22*** |
α ARCH Response to squared shocks | 0.1002 | 14.36*** |
β GARCH Volatility persistence | 0.8998 | 186.83*** |
γ leverage Additional response to negative shocks | -0.2346 | -8.32*** |
δ power Transformation power | 1.8739 | 17.93*** |
Persistence:
1.000
Half-life:
-
Other Grab Holdings Limited Analyses
Other APARCH Analyses on Equities