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V-Lab

Kyntra Bio Inc APARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

51.86%

decreased by 1.52%

1 Week

54.82%

increased by 1.44%

1 Month

65.14%

increased by 11.76%

Analysis last updated: Wednesday, August 5, 2026 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Kyntra Bio Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 14, 2014 to Jul 31, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 129% more than equivalent positive returns. The volatility power δ = 0.97 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

0.1672
5.19***
α

ARCH

Response to squared shocks

0.0892
14.50***
β

GARCH

Volatility persistence

0.9040
109.86***
γ

leverage

Additional response to negative shocks

0.4020
8.54***
δ

power

Transformation power

0.9705
14.77***

Persistence:

0.975

Half-life:

27 days