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V-Lab

Onterris Inc APARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

120.10%

decreased by 6.56%

1 Week

112.45%

decreased by 14.21%

1 Month

93.68%

decreased by 32.98%

Analysis last updated: Tuesday, August 11, 2026 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Onterris Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 23, 2020 to Aug 7, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 277% more than equivalent positive returns. The volatility power δ = 1.66 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
3.49***
α

ARCH

Response to squared shocks

0.0338
3.90***
β

GARCH

Volatility persistence

0.8755
35.32***
γ

leverage

Additional response to negative shocks

0.3798
2.44**
δ

power

Transformation power

1.6607
9.71***

Persistence:

0.908

Half-life:

7 days