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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 14, 2014 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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