Flex LNG Ltd AGARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
39.84%
decreased by 1.75%
1 Week
40.35%
decreased by 1.24%
1 Month
42.20%
increased by 0.61%
Analysis last updated: Saturday, July 18, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 11, 2019 to Jul 17, 2026Model Insight
The news-impact curve is shifted (γ = 0.29) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1388 | 11.66*** |
α ARCH Response to squared shocks | 0.0957 | 25.07*** |
β GARCH Volatility persistence | 0.8940 | 252.69*** |
γ leverage Additional response to negative shocks | 0.2857 | 2.73*** |
Persistence:
0.990
Half-life:
67 days
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