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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Seatrium Limited APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 11, 1990 to Aug 7, 2026

Model 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

ParameterValuet-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