V-Lab
Onity Group Inc APARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
50.30%
1 Week
50.63%
1 Month
51.92%
Analysis last updated: Friday, August 14, 2026 at 10:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 25, 1996 to Aug 14, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 178 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 1.38 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
Leverage: Negative returns increase volatility 296% more than positive returns
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0418 | 8.92*** |
α ARCH Response to squared shocks | 0.0344 | 14.85*** |
β GARCH Volatility persistence | 0.9656 | 464.25*** |
γ leverage Additional response to negative shocks | 0.4599 | 11.09*** |
δ power Transformation power | 1.3833 | 21.70*** |
Persistence:
0.996
Half-life:
178 days
Other Onity Group Inc Analyses
Other APARCH Analyses on Equities