V-Lab
AGNT Inc GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
63.84%
decreased by 0.58%
1 Week
63.88%
decreased by 0.54%
1 Month
64.02%
decreased by 0.40%
Analysis last updated: Tuesday, August 11, 2026 at 09:54 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 0.993, volatility shocks have a half-life of 97 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1247 | 8.04*** |
α ARCH Response to squared shocks | 0.0187 | 6.89*** |
β GARCH Volatility persistence | 0.9742 | 303.02*** |
Persistence:
0.993
Half-life:
97 days
Other GARCH Analyses on Equities