Onterris Inc APARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
57.03%
increased by 0.32%
1 Week
58.42%
increased by 1.71%
1 Month
61.34%
increased by 4.63%
Analysis last updated: Friday, July 10, 2026 at 11:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 24, 2020 to Jul 10, 2026Boundary Parameters
Model Insight
This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible. The volatility power δ = 1.62 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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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 4.15*** |
α ARCH Response to squared shocks | 0.0424 | 3.72*** |
β GARCH Volatility persistence | 0.8534 | 36.84*** |
γ leverage Additional response to negative shocks | 0.5337 | 3.00*** |
δ power Transformation power | 1.6221 | 10.50*** |
Persistence:
0.896
Half-life:
6 days
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