V-Lab
Galera Therapeutics Inc APARCH Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
131.68%
increased by 9.27%
1 Week
130.70%
increased by 8.29%
1 Month
129.06%
increased by 6.65%
Analysis last updated: Wednesday, August 5, 2026 at 09:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 7, 2019 to Jul 17, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 156% more than equivalent positive returns. The volatility power δ = 0.91 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 | 1.0000 | 2.09** |
α ARCH Response to squared shocks | 0.0882 | 5.56*** |
β GARCH Volatility persistence | 0.7810 | 22.48*** |
γ leverage Additional response to negative shocks | 0.4740 | 5.15*** |
δ power Transformation power | 0.9108 | 3.93*** |
Persistence:
0.850
Half-life:
4 days
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