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V-Lab

Getinge Ab Publ APARCH Volatility Analysis

Volatility prediction for Wednesday, August 19th, 2026

1 Day

29.83%

increased by 2.64%

1 Week

32.64%

increased by 5.45%

1 Month

36.18%

increased by 8.99%

Analysis last updated: Wednesday, August 19, 2026 at 06:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Getinge Ab Publ APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 6, 2012 to Aug 14, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 139% more than equivalent positive returns. The volatility power δ = 0.70 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

0.3955
12.54***
α

ARCH

Response to squared shocks

0.1253
17.76***
β

GARCH

Volatility persistence

0.6874
34.59***
γ

leverage

Additional response to negative shocks

0.5557
10.71***
δ

power

Transformation power

0.6957
12.92***

Persistence:

0.784

Half-life:

3 days