AI Financial Corp GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
74.46%
decreased by 1.72%
1 Week
81.09%
increased by 4.91%
1 Month
99.54%
increased by 23.36%
Analysis last updated: Monday, July 20, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 7, 1991 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.8403 | 19.39*** |
α ARCH Response to squared shocks | 0.1851 | 35.03*** |
β GARCH Volatility persistence | 0.7819 | 164.69*** |
Persistence:
0.967
Half-life:
21 days
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