Pineapple Financial Inc GARCH Volatility Analysis
Volatility prediction for Thursday, October 29th, 2026
1 Day
127.95%
increased by 8.80%
1 Week
135.47%
increased by 16.32%
1 Month
159.72%
increased by 40.57%
Analysis last updated: Wednesday, October 28, 2026 at 10:29 PM UTC
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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 44 trading days, meaning a shock loses half its impact after approximately 44 days.
σ
GARCH Model
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Shock decay: Shocks decay with a 44-day half-life
| Param | Value | t-stat |
|---|---|---|
| ωconst | 5.0000 | 1.95* |
| αARCH | 0.2540 | 3.44*** |
| βGARCH | 0.7305 | 14.20*** |
0.984
Persistence44d
Half-lifeσ
GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.95* |
α ARCH Response to squared shocks | 0.2540 | 3.44*** |
β GARCH Volatility persistence | 0.7305 | 14.20*** |
Persistence:
0.984
Half-life:
44 days
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