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V-Lab

VenHub Global Inc APARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

101.72%

increased by 4.73%

1 Week

113.73%

increased by 16.74%

1 Month

142.39%

increased by 45.40%

Analysis last updated: Friday, August 14, 2026 at 10:12 PM UTC

Date Range:

from

to

6M ·

All

graph of VenHub Global Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 30, 2026 to Aug 14, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. The volatility power δ = 1.02 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

1.0000
2.04**
α

ARCH

Response to squared shocks

0.3000
8.82***
β

GARCH

Volatility persistence

0.6754
16.90***
γ

leverage

Additional response to negative shocks

0.0393
0.67
δ

power

Transformation power

1.0241
6.00***

Persistence:

0.915

Half-life:

8 days