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%
1 Week
128.43%
1 Month
210.60%
Analysis last updated: Wednesday, October 28, 2026 at 10:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 1, 2023 to Oct 23, 2026Model 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.
AGARCH Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 6.7819 | 3.17*** |
| αARCH | 0.4438 | 4.72*** |
| βGARCH | 0.5930 | 16.27*** |
| γleverage | -2.0877 | -1.60 |
1.037
Persistence-
Half-lifeAGARCH Model
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| Parameter | Value | t-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:
-
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