High-Trend International Group AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
232.32%
decreased by 65.11%
1 Week
464.92%
increased by 167.49%
1 Month
19,188.82%
increased by 18,891.39%
Analysis last updated: Tuesday, June 9, 2026 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1168 | -2.26 | |
| 1.1272 | 12.62 | |
| 0.6071 | 35.69 | |
| 0.5340 | 6.92 |
Estimation Period:
Sep 14, 2021 to Jun 5, 2026
Sep 14, 2021 to Jun 5, 2026
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