SPI Energy Co Ltd 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, May 22nd, 2026
1 Day
2,412.92%
decreased by 36.02%
1 Week
2,413.01%
decreased by 35.93%
1 Month
2,413.39%
decreased by 35.55%
Analysis last updated: Saturday, May 23, 2026 at 04:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 1.62 | |
| 0.0206 | 3.76 | |
| 0.9705 | 219.62 | |
| 0.6411 | 9.28 | |
| 2.0197 | 8.30 |
Estimation Period:
Jan 8, 2016 to May 15, 2026
Jan 8, 2016 to May 15, 2026
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