Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Flex LNG Ltd AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 11, 2019 to Jul 17, 2026

Model 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

ParameterValuet-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