V-Lab
United Maritime Corp APARCH Volatility Analysis
Volatility prediction for Wednesday, August 19th, 2026
1 Day
63.33%
decreased by 1.47%
1 Week
62.90%
decreased by 1.90%
1 Month
61.92%
decreased by 2.88%
Analysis last updated: Wednesday, August 19, 2026 at 06:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 9, 2026 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days. The volatility power δ = 1.78 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 | 2.39** |
α ARCH Response to squared shocks | 0.0189 | 0.00 |
β GARCH Volatility persistence | 0.8780 | 24.83*** |
γ leverage Additional response to negative shocks | -1.0000 | 0.00 |
δ power Transformation power | 1.7776 | 5.29*** |
Persistence:
0.908
Half-life:
7 days
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