V-Lab
Seatrium Limited APARCH Volatility Analysis
Volatility prediction for Friday, August 14th, 2026
1 Day
39.26%
decreased by 1.75%
1 Week
39.44%
decreased by 1.57%
1 Month
40.09%
decreased by 0.92%
Analysis last updated: Friday, August 14, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 11, 1990 to Aug 7, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 17% more than equivalent positive returns. The volatility power δ = 1.57 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 | 0.1077 | 6.67*** |
α ARCH Response to squared shocks | 0.0853 | 23.09*** |
β GARCH Volatility persistence | 0.9032 | 207.30*** |
γ leverage Additional response to negative shocks | 0.0505 | 2.65*** |
δ power Transformation power | 1.5750 | 20.70*** |
Persistence:
0.978
Half-life:
31 days
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