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V-Lab

Dow Jones Euro Stoxx Index APARCH Volatility Analysis

Volatility prediction for Friday, July 17th, 2026

1 Day

13.89%

decreased by 0.67%

1 Week

14.14%

decreased by 0.42%

1 Month

14.97%

increased by 0.41%

Analysis last updated: Thursday, July 16, 2026 at 06:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Euro Stoxx Index APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 1, 1990 to Jul 10, 2026

Model Insight

This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible. The volatility power δ = 1.15 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

0.0288
32.70***
α

ARCH

Response to squared shocks

0.0726
14.22***
β

GARCH

Volatility persistence

0.9143
294.93***
γ

leverage

Additional response to negative shocks

0.8061
13.33***
δ

power

Transformation power

1.1509
38.10***

Persistence:

0.977

Half-life:

29 days