V-Lab
Xexymix Corp AGARCH Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
31.76%
decreased by 1.18%
1 Week
38.67%
increased by 5.73%
1 Month
47.79%
increased by 14.85%
Analysis last updated: Tuesday, August 11, 2026 at 08:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 13, 2020 to Aug 7, 2026Model Insight
The news-impact curve is shifted (γ = 1.00) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.4989 | 15.26*** |
α ARCH Response to squared shocks | 0.2632 | 18.19*** |
β GARCH Volatility persistence | 0.5791 | 41.55*** |
γ leverage Additional response to negative shocks | 0.9982 | 10.79*** |
Persistence:
0.842
Half-life:
4 days
Other AGARCH Analyses on International Equities