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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

Date Range:

from

to

6M ·

1Y ·

All

graph of Skyline Builders Group HLD Ltd APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 23, 2025 to Aug 14, 2026
Boundary 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

ParameterValuet-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