QVC Group Inc APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 18th, 2026
1 Day
1,487.69%
increased by 220.63%
1 Week
1,488.04%
increased by 220.98%
1 Month
1,489.44%
increased by 222.38%
Analysis last updated: Saturday, May 16, 2026 at 01:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9794 | 3.66 | |
| 0.2203 | 6.41 | |
| 0.7797 | 27.08 | |
| 0.2584 | 3.59 | |
| 1.8520 | 13.72 |
Estimation Period:
May 10, 2006 to May 15, 2026
May 10, 2006 to May 15, 2026
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