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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Xexymix Corp AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 13, 2020 to Aug 7, 2026

Model 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

ParameterValuet-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