Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Galera 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 Jul 17, 2026

Model 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

ParameterValuet-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