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V-Lab

Synapsoft Corporation AGARCH Volatility Analysis

Volatility prediction for Tuesday, August 18th, 2026

1 Day

41.05%

decreased by 1.31%

1 Week

46.43%

increased by 4.07%

1 Month

51.26%

increased by 8.90%

Analysis last updated: Sunday, August 16, 2026 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Synapsoft Corporation AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 19, 2024 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.0118
10.82***
α

ARCH

Response to squared shocks

0.2217
8.36***
β

GARCH

Volatility persistence

0.5099
19.26***
γ

leverage

Additional response to negative shocks

0.1023
0.37

Persistence:

0.732

Half-life:

2 days