NVIDIA Corp APARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
45.97%
decreased by 0.88%
1 Week
46.80%
decreased by 0.05%
1 Month
49.83%
increased by 2.98%
Analysis last updated: Tuesday, July 21, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 22, 1999 to Jul 17, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 112% more than equivalent positive returns. The volatility power δ = 0.96 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 | 0.0653 | 14.97*** |
α ARCH Response to squared shocks | 0.0723 | 20.85*** |
β GARCH Volatility persistence | 0.9277 | 254.10*** |
γ leverage Additional response to negative shocks | 0.3724 | 9.27*** |
δ power Transformation power | 0.9579 | 18.81*** |
Persistence:
0.985
Half-life:
46 days
Other APARCH Analyses on Equities