V-Lab
XtalPi Holdings Ltd GARCH Volatility Analysis
Volatility prediction for Friday, August 7th, 2026
1 Day
64.84%
decreased by 3.91%
1 Week
68.10%
decreased by 0.65%
1 Month
77.20%
increased by 8.45%
Analysis last updated: Friday, August 7, 2026 at 06:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 13, 2024 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.6093 | 9.89*** |
α ARCH Response to squared shocks | 0.1674 | 11.38*** |
β GARCH Volatility persistence | 0.7900 | 56.06*** |
Persistence:
0.957
Half-life:
16 days
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