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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 23, 2020 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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