Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AGNT Inc EGARCH

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

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

ParameterValuet-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