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Pineapple Financial Inc APARCH Volatility Analysis

Volatility prediction for Thursday, October 29th, 2026

1 Day

128.81%

increased by 10.50%

1 Week

135.77%

increased by 17.46%

1 Month

156.62%

increased by 38.31%

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 APARCH

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

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.

σ

APARCH Model

Tap to view equation

Shock decay: Shocks decay with a 15-day half-lifeδ = 1.22 · sub-quadratic power
ParamValuet-stat
ωconst1.0000
0.74
αARCH0.2380
3.35***
βGARCH0.7620
11.72***
γleverage0.0670
0.25
δpower1.2183
2.05**

0.956

Persistence

15d

Half-life
σ

APARCH Model

Tap to view equation

ParameterValuet-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