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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 15, 2022 to Jul 10, 2026Model 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
| Parameter | Value | t-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
Other APARCH Analyses on Equities