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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Alpha Compute Corp EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 4, 2020 to Jul 10, 2026

Model 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

Tap to view equation

ParameterValuet-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