V-Lab
Regentis Biomaterials Ltd APARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
118.40%
increased by 4.72%
1 Week
126.53%
increased by 12.85%
1 Month
155.29%
increased by 41.61%
Analysis last updated: Friday, August 7, 2026 at 11:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 4, 2025 to Aug 7, 2026Model Insight
This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible. The volatility power δ = 1.38 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9742 | 3.08*** |
α ARCH Response to squared shocks | 0.2441 | 5.73*** |
β GARCH Volatility persistence | 0.7559 | 28.37*** |
γ leverage Additional response to negative shocks | 0.6891 | 8.13*** |
δ power Transformation power | 1.3755 | 10.06*** |
Persistence:
0.987
Half-life:
51 days
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