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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 4, 2020 to Jul 17, 2026Boundary 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
| Parameter | Value | t-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
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