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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of XtalPi Holdings Ltd EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 13, 2024 to Aug 7, 2026

Model 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

ParameterValuet-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