V-Lab
AGNT Inc AGARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
63.07%
decreased by 2.13%
1 Week
65.88%
increased by 0.68%
1 Month
72.65%
increased by 7.45%
Analysis last updated: Friday, August 7, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 29, 2014 to Aug 7, 2026Model Insight
The news-impact curve is shifted (γ = -0.88) so that positive returns raise next-day volatility more than negative returns of the same size. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and rare among risky assets.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7626 | 17.73*** |
α ARCH Response to squared shocks | 0.1480 | 24.81*** |
β GARCH Volatility persistence | 0.7820 | 169.84*** |
γ leverage Additional response to negative shocks | -0.8790 | -4.86*** |
Persistence:
0.930
Half-life:
10 days
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