V-Lab
Vulcan Infrastructure and Power Inc APARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
124.26%
decreased by 6.85%
1 Week
124.99%
decreased by 6.12%
1 Month
126.93%
decreased by 4.18%
Analysis last updated: Wednesday, August 5, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 15, 2021 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. The volatility power δ = 1.30 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 | 2.46** |
α ARCH Response to squared shocks | 0.0868 | 10.41*** |
β GARCH Volatility persistence | 0.8631 | 54.84*** |
γ leverage Additional response to negative shocks | -0.0046 | -0.06 |
δ power Transformation power | 1.2966 | 7.33*** |
Persistence:
0.935
Half-life:
10 days
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