V-Lab
Skyline Builders Group HLD Ltd APARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
137.39%
decreased by 0.51%
1 Week
137.83%
decreased by 0.07%
1 Month
139.39%
increased by 1.49%
Analysis last updated: Friday, August 14, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 23, 2025 to Aug 14, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 36 trading days, meaning a shock loses half its impact after approximately 36 days. The volatility power δ = 1.77 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 | 0.35 |
α ARCH Response to squared shocks | 0.0059 | 0.00 |
β GARCH Volatility persistence | 0.9717 | 50.37*** |
γ leverage Additional response to negative shocks | 1.0000 | 0.00 |
δ power Transformation power | 1.7692 | 1.45 |
Persistence:
0.981
Half-life:
36 days
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