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V-Lab

Genfleet Therapeutics Shang AGARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

85.57%

decreased by 22.69%

1 Week

86.80%

decreased by 21.46%

1 Month

87.93%

decreased by 20.33%

Analysis last updated: Tuesday, July 14, 2026 at 06:43 PM UTC

Date Range:

from

to

6M ·

All

graph of Genfleet Therapeutics Shang AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 19, 2025 to Jul 10, 2026

Model Insight

The news-impact curve is shifted (γ = -1.45) so that positive returns raise next-day volatility more than negative returns of the same size. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and rare among risky assets.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

8.3625
16.40***
α

ARCH

Response to squared shocks

0.2782
10.76***
β

GARCH

Volatility persistence

0.4332
17.10***
γ

leverage

Additional response to negative shocks

-1.4499
-4.39***

Persistence:

0.711

Half-life:

2 days