Visne Madencilik Uretim Sana APARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
50.38%
decreased by 3.02%
1 Week
53.72%
increased by 0.32%
1 Month
62.60%
increased by 9.20%
Analysis last updated: Tuesday, July 21, 2026 at 07:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 11, 2025 to Jul 17, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 23% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 3.86*** |
α ARCH Response to squared shocks | 0.1887 | 13.01*** |
β GARCH Volatility persistence | 0.7703 | 47.42*** |
γ leverage Additional response to negative shocks | -0.0559 | -2.92*** |
δ power Transformation power | 1.8674 | 8.66*** |
Persistence:
0.951
Half-life:
14 days
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