Pineapple Financial Inc APARCH Volatility Analysis
Volatility prediction for Thursday, October 29th, 2026
1 Day
128.81%
1 Week
135.77%
1 Month
156.62%
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
Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days. The volatility power δ = 1.22 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APARCH Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.0000 | 0.74 |
| αARCH | 0.2380 | 3.35*** |
| βGARCH | 0.7620 | 11.72*** |
| γleverage | 0.0670 | 0.25 |
| δpower | 1.2183 | 2.05** |
0.956
Persistence15d
Half-lifeAPARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 0.74 |
α ARCH Response to squared shocks | 0.2380 | 3.35*** |
β GARCH Volatility persistence | 0.7620 | 11.72*** |
γ leverage Additional response to negative shocks | 0.0670 | 0.25 |
δ power Transformation power | 1.2183 | 2.05** |
Persistence:
0.956
Half-life:
15 days
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