V-Lab
PowerX Inc AGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
87.07%
decreased by 0.13%
1 Week
105.72%
increased by 18.52%
1 Month
125.21%
increased by 38.01%
Analysis last updated: Saturday, August 15, 2026 at 11:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 19, 2025 to Aug 14, 2026Boundary Parameters
Model Insight
The news-impact curve is shifted (γ = 0.93) 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 6.47*** |
α ARCH Response to squared shocks | 0.3177 | 11.17*** |
β GARCH Volatility persistence | 0.4682 | 48.74*** |
γ leverage Additional response to negative shocks | 0.9304 | 1.97** |
Persistence:
0.786
Half-life:
3 days
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