Alpha Compute Corp EGARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
184.38%
increased by 18.35%
1 Week
186.53%
increased by 20.50%
1 Month
191.92%
increased by 25.89%
Analysis last updated: Tuesday, July 14, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 4, 2020 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days.
σ
EGARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4015 | 6.94*** |
α ARCH Response to squared shocks | 0.3870 | 9.36*** |
β GARCH Volatility persistence | 0.9207 | 81.02*** |
γ leverage Additional response to negative shocks | -0.0074 | -0.22 |
Persistence:
0.921
Half-life:
8 days
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