V-Lab
Modular Medical Inc APARCH Volatility Analysis
Volatility prediction for Wednesday, September 16th, 2026
1 Day
155.55%
1 Week
155.63%
1 Month
155.92%
Analysis last updated: Wednesday, September 16, 2026 at 02:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2022 to Sep 11, 2026Model 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.
APARCH Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0741 | 1.44 |
| αARCH | 0.1024 | 2.94*** |
| βGARCH | 0.8976 | 25.68*** |
| γleverage | 0.6562 | 2.94*** |
| δpower | 0.5000 | 1.28 |
0.976
Persistence29d
Half-lifeAPARCH Model
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| Parameter | Value | t-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
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