V-Lab
Sequoia Logistica E Transpor APARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
131.57%
increased by 50.34%
1 Week
132.38%
increased by 51.15%
1 Month
135.24%
increased by 54.01%
Analysis last updated: Sunday, August 9, 2026 at 03:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 7, 2020 to Aug 7, 2026Boundary Parameters
Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 51% more than equivalent positive returns. The volatility power δ = 1.76 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 | 1.0000 | 3.97*** |
α ARCH Response to squared shocks | 0.1725 | 12.76*** |
β GARCH Volatility persistence | 0.8208 | 73.51*** |
γ leverage Additional response to negative shocks | 0.1166 | 3.64*** |
δ power Transformation power | 1.7606 | 13.07*** |
Persistence:
0.981
Half-life:
37 days
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