Valhi Inc AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
44.99%
decreased by 2.42%
1 Week
45.99%
decreased by 1.42%
1 Month
49.80%
increased by 2.39%
Analysis last updated: Saturday, June 13, 2026 at 12:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1703 | 20.72 | |
| 0.1276 | 33.84 | |
| 0.8736 | 279.90 | |
| -0.0407 | -0.60 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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