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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 7, 2026Model 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
| Parameter | Value | t-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
Other Virtuix Holdings Inc Analyses
Other APARCH Analyses on Equities