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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Xexymix Corp EGARCH

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

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

ParameterValuet-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