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Pineapple Financial Inc AGARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Thursday, October 29th, 2026

1 Day

105.31%

decreased by 12.29%

1 Week

128.43%

increased by 10.83%

1 Month

210.60%

increased by 93.00%

Analysis last updated: Wednesday, October 28, 2026 at 10:29 PM UTC

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Date Range:

from

10/28/2024

to

10/28/2026

6M ·

1Y ·

2Y ·

All

graph of Pineapple Financial Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 1, 2023 to Oct 23, 2026

Model Insight

Estimated persistence of 1.037 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

σ

AGARCH Model

Tap to view equation

High persistence: persistence 1.037 ≥ 1, shocks do not decay
ParamValuet-stat
ωconst6.7819
3.17***
αARCH0.4438
4.72***
βGARCH0.5930
16.27***
γleverage-2.0877
-1.60

1.037

Persistence

-

Half-life
σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

6.7819
3.17***
α

ARCH

Response to squared shocks

0.4438
4.72***
β

GARCH

Volatility persistence

0.5930
16.27***
γ

leverage

Additional response to negative shocks

-2.0877
-1.60

Persistence:

1.037

Half-life:

-