V-Lab
Keel Infrastructure Corp APARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
111.32%
decreased by 0.28%
1 Week
110.11%
decreased by 1.49%
1 Month
107.54%
decreased by 4.06%
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
Jun 21, 2021 to Aug 14, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. The volatility power δ = 1.20 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 | 3.23*** |
α ARCH Response to squared shocks | 0.0662 | 9.07*** |
β GARCH Volatility persistence | 0.8422 | 49.82*** |
γ leverage Additional response to negative shocks | -0.0796 | -1.11 |
δ power Transformation power | 1.1994 | 8.36*** |
Persistence:
0.896
Half-life:
6 days
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