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V-Lab

AI Financial Corp AGARCH Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

72.68%

decreased by 2.82%

1 Week

80.34%

increased by 4.84%

1 Month

101.08%

increased by 25.58%

Analysis last updated: Tuesday, July 21, 2026 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of AI Financial Corp AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 7, 1991 to Jul 17, 2026

Model Insight

The news-impact curve is shifted (γ = -0.51) 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

3.0696
21.39***
α

ARCH

Response to squared shocks

0.2009
34.74***
β

GARCH

Volatility persistence

0.7650
147.94***
γ

leverage

Additional response to negative shocks

-0.5091
-3.51***

Persistence:

0.966

Half-life:

20 days