Skip to main content
V-Lab

Vivakor Inc APARCH Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

163.32%

decreased by 33.04%

1 Week

168.45%

decreased by 27.91%

1 Month

179.59%

decreased by 16.77%

Analysis last updated: Tuesday, July 14, 2026 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Vivakor Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 15, 2022 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. The volatility power δ = 0.92 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
2.25**
α

ARCH

Response to squared shocks

0.2409
11.09***
β

GARCH

Volatility persistence

0.7060
20.98***
γ

leverage

Additional response to negative shocks

0.0270
0.29
δ

power

Transformation power

0.9160
4.83***

Persistence:

0.898

Half-life:

6 days