V-Lab
Xexymix Corp EGARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
46.15%
decreased by 0.64%
1 Week
47.62%
increased by 0.83%
1 Month
51.06%
increased by 4.27%
Analysis last updated: Sunday, August 9, 2026 at 12:46 AM 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
Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2440 | 12.76*** |
α ARCH Response to squared shocks | 0.2792 | 17.17*** |
β GARCH Volatility persistence | 0.9017 | 108.79*** |
γ leverage Additional response to negative shocks | 0.0057 | 0.45 |
Persistence:
0.902
Half-life:
7 days
Other EGARCH Analyses on International Equities