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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2015 to Aug 7, 2026Boundary 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
| Parameter | Value | t-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
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