Skip to main content
V-Lab

Motley Fool Innovative Growth Factor ETF APARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

17.59%

decreased by 0.54%

1 Week

17.61%

decreased by 0.52%

1 Month

17.66%

decreased by 0.47%

Analysis last updated: Monday, July 20, 2026 at 09:29 PM UTC

Date Range:

from

to

6M ·

All

graph of Motley Fool Innovative Growth Factor ETF APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 9, 2025 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days. The volatility power δ = 0.82 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

0.0976
5.57***
α

ARCH

Response to squared shocks

0.0602
5.85***
β

GARCH

Volatility persistence

0.8685
34.38***
γ

leverage

Additional response to negative shocks

1.0000
22.10***
δ

power

Transformation power

0.8226
5.60***

Persistence:

0.911

Half-life:

7 days