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Obsidian Therapeutics Inc APARCH Volatility Analysis

Volatility prediction for Monday, September 14th, 2026

1 Day

116.36%

decreased by 4.58%

1 Week

120.53%

decreased by 0.41%

1 Month

127.19%

increased by 6.25%

Analysis last updated: Friday, September 11, 2026 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Obsidian Therapeutics Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 7, 2019 to Sep 11, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. The volatility power δ = 0.86 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

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Shock decay: Shocks decay with a 4-day half-lifeδ = 0.86 · sub-quadratic power
ParamValuet-stat
ωconst1.0000
0.51
αARCH0.1030
1.83*
βGARCH0.7576
5.58***
γleverage0.3777
1.16
δpower0.8630
0.97

0.839

Persistence

4d

Half-life
σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
0.51
α

ARCH

Response to squared shocks

0.1030
1.83*
β

GARCH

Volatility persistence

0.7576
5.58***
γ

leverage

Additional response to negative shocks

0.3777
1.16
δ

power

Transformation power

0.8630
0.97

Persistence:

0.839

Half-life:

4 days