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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Vulcan Infrastructure and Power Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 15, 2021 to Jul 31, 2026

Model 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

ParameterValuet-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