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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of AGNT Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 29, 2014 to Aug 7, 2026

Model 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

ParameterValuet-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