V-Lab
XtalPi Holdings Ltd EGARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
71.38%
increased by 2.86%
1 Week
73.73%
increased by 5.21%
1 Month
81.01%
increased by 12.49%
Analysis last updated: Saturday, August 8, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 13, 2024 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1946 | 10.96*** |
α ARCH Response to squared shocks | 0.2621 | 16.47*** |
β GARCH Volatility persistence | 0.9465 | 172.68*** |
γ leverage Additional response to negative shocks | -0.0060 | -0.38 |
Persistence:
0.946
Half-life:
13 days
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