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V-Lab

Alpha Compute Corp AGARCH Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

341.57%

decreased by 104.16%

1 Week

331.33%

decreased by 114.40%

1 Month

302.39%

decreased by 143.34%

Analysis last updated: Friday, July 17, 2026 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Alpha Compute Corp AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 4, 2020 to Jul 17, 2026
Boundary Parameters

Model Insight

The news-impact curve is shifted (γ = -1.19) 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

15.0000
12.04***
α

ARCH

Response to squared shocks

0.3673
12.69***
β

GARCH

Volatility persistence

0.5676
46.43***
γ

leverage

Additional response to negative shocks

-1.1932
-2.87***

Persistence:

0.935

Half-life:

10 days