V-Lab
PowerX Inc EGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
106.22%
increased by 0.72%
1 Week
112.64%
increased by 7.14%
1 Month
123.05%
increased by 17.55%
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, 2026Model Insight
Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7217 | 3.51*** |
α ARCH Response to squared shocks | 0.1968 | 5.52*** |
β GARCH Volatility persistence | 0.8281 | 17.35*** |
γ leverage Additional response to negative shocks | 0.0469 | 1.16 |
Persistence:
0.828
Half-life:
4 days
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