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V-Lab

Insight Molecular Diagnostics Inc APARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

78.66%

decreased by 3.50%

1 Week

81.87%

decreased by 0.29%

1 Month

90.84%

increased by 8.68%

Analysis last updated: Friday, August 7, 2026 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Insight Molecular Diagnostics Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 30, 2015 to Aug 7, 2026
Boundary Parameters

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 51% more than equivalent positive returns. The volatility power δ = 1.54 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

1.0000
4.76***
α

ARCH

Response to squared shocks

0.1100
13.21***
β

GARCH

Volatility persistence

0.8527
95.75***
γ

leverage

Additional response to negative shocks

0.1332
3.52***
δ

power

Transformation power

1.5448
14.68***

Persistence:

0.949

Half-life:

13 days