V-Lab
AGNT Inc EGARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
65.09%
increased by 1.73%
1 Week
65.32%
increased by 1.96%
1 Month
66.23%
increased by 2.87%
Analysis last updated: Friday, August 7, 2026 at 09:31 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
With persistence 0.997, volatility shocks have a half-life of 218 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Inverse leverage: Positive returns increase volatility 99% more than negative returns
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0125 | 4.17*** |
α ARCH Response to squared shocks | 0.0404 | 8.79*** |
β GARCH Volatility persistence | 0.9968 | 1,661.37*** |
γ leverage Additional response to negative shocks | 0.0134 | 4.29*** |
Persistence:
0.997
Half-life:
218 days
Other EGARCH Analyses on Equities