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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 30, 2026 to Aug 14, 2026Boundary 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
| Parameter | Value | t-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
Other VenHub Global Inc Analyses
Other APARCH Analyses on Equities