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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

Date Range:

from

to

6M ·

All

graph of Regentis Biomaterials Ltd APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 4, 2025 to Aug 7, 2026

Model 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

ParameterValuet-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