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Modular Medical Inc APARCH Volatility Analysis

Volatility prediction for Wednesday, September 16th, 2026

1 Day

155.55%

increased by 10.62%

1 Week

155.63%

increased by 10.70%

1 Month

155.92%

increased by 10.99%

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Modular Medical Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 10, 2022 to Sep 11, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 119% more than equivalent positive returns. The volatility power δ = 0.50 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

Leverage: Negative returns increase volatility 119% more than positive returnsδ = 0.50 · sub-quadratic power
ParamValuet-stat
ωconst0.0741
1.44
αARCH0.1024
2.94***
βGARCH0.8976
25.68***
γleverage0.6562
2.94***
δpower0.5000
1.28

0.976

Persistence

29d

Half-life
σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0741
1.44
α

ARCH

Response to squared shocks

0.1024
2.94***
β

GARCH

Volatility persistence

0.8976
25.68***
γ

leverage

Additional response to negative shocks

0.6562
2.94***
δ

power

Transformation power

0.5000
1.28

Persistence:

0.976

Half-life:

29 days