V-Lab
Primerica Inc APARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
22.80%
decreased by 1.28%
1 Week
23.65%
decreased by 0.43%
1 Month
25.76%
increased by 1.68%
Analysis last updated: Friday, August 14, 2026 at 10:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 2, 2010 to Aug 14, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 167% more than equivalent positive returns. The volatility power δ = 1.47 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 | 0.1709 | 13.76*** |
α ARCH Response to squared shocks | 0.1194 | 18.39*** |
β GARCH Volatility persistence | 0.8233 | 102.34*** |
γ leverage Additional response to negative shocks | 0.3220 | 10.29*** |
δ power Transformation power | 1.4709 | 19.89*** |
Persistence:
0.929
Half-life:
9 days
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