V-Lab
GMO TECH Holdings Inc GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
22.67%
decreased by 0.23%
1 Week
24.18%
increased by 1.28%
1 Month
25.80%
increased by 2.90%
Analysis last updated: Saturday, August 8, 2026 at 11:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 1, 2025 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6570 | 6.14*** |
α ARCH Response to squared shocks | 0.1005 | 7.82*** |
β GARCH Volatility persistence | 0.6642 | 17.10*** |
Persistence:
0.765
Half-life:
3 days
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