Semilux International Ltd -Redh APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 19th, 2026
1 Day
395.07%
decreased by 10.97%
1 Week
395.17%
decreased by 10.87%
1 Month
395.57%
decreased by 10.47%
Analysis last updated: Friday, June 19, 2026 at 01:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0897 | 3.01 | |
| 0.1084 | 3.68 | |
| 0.8861 | 51.15 | |
| 0.3681 | 2.67 | |
| 1.8515 | 4.44 |
Estimation Period:
Apr 28, 2022 to Jun 12, 2026
Apr 28, 2022 to Jun 12, 2026
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