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V-Lab

Metaplanet Inc GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

84.35%

decreased by 4.41%

1 Week

85.56%

decreased by 3.20%

1 Month

89.68%

increased by 0.92%

Analysis last updated: Saturday, August 8, 2026 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Metaplanet Inc GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 17, 2004 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 37 trading days, meaning a shock loses half its impact after approximately 37 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9303
14.09***
α

ARCH

Response to squared shocks

0.1207
26.39***
β

GARCH

Volatility persistence

0.8609
171.84***

Persistence:

0.982

Half-life:

37 days