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V-Lab

MindForge Inc APARCH Volatility Analysis

Volatility prediction for Wednesday, September 16th, 2026

1 Day

175.39%

decreased by 20.22%

1 Week

181.22%

decreased by 14.39%

1 Month

200.06%

increased by 4.45%

Analysis last updated: Wednesday, September 16, 2026 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of MindForge Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 29, 2024 to Sep 11, 2026

Model Insight

Volatility shocks decay with a half-life of 19 trading days, meaning a shock loses half its impact after approximately 19 days. The volatility power δ = 0.89 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

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Shock decay: Shocks decay with a 19-day half-lifeδ = 0.89 · sub-quadratic power
ParamValuet-stat
ωconst0.4376
1.07
αARCH0.1732
3.19***
βGARCH0.8268
15.03***
γleverage-0.3521
-1.28
δpower0.8902
2.55**

0.964

Persistence

19d

Half-life
σ

APARCH Model

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ParameterValuet-statistic
ω

const

Unconditional variance weight

0.4376
1.07
α

ARCH

Response to squared shocks

0.1732
3.19***
β

GARCH

Volatility persistence

0.8268
15.03***
γ

leverage

Additional response to negative shocks

-0.3521
-1.28
δ

power

Transformation power

0.8902
2.55**

Persistence:

0.964

Half-life:

19 days