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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 6, 2012 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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