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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AI Financial Corp GARCH

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

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

ParameterValuet-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