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V-Lab

Virtuix Holdings Inc APARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

108.48%

decreased by 5.61%

1 Week

114.43%

increased by 0.34%

1 Month

122.08%

increased by 7.99%

Analysis last updated: Tuesday, August 11, 2026 at 10:11 PM UTC

Date Range:

from

to

6M ·

All

graph of Virtuix Holdings Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 27, 2026 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days. The volatility power δ = 0.75 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
0.81
α

ARCH

Response to squared shocks

0.0796
4.11***
β

GARCH

Volatility persistence

0.7370
14.95***
γ

leverage

Additional response to negative shocks

1.0000
19.26***
δ

power

Transformation power

0.7547
1.48

Persistence:

0.791

Half-life:

3 days