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V-Lab

Alpha Compute Corp GARCH Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

267.56%

decreased by 27.74%

1 Week

270.97%

decreased by 24.33%

1 Month

283.80%

decreased by 11.50%

Analysis last updated: Tuesday, July 21, 2026 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Alpha Compute Corp GARCH

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

Model Insight

With persistence 0.995, volatility shocks have a half-life of 146 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
7.24***
α

ARCH

Response to squared shocks

0.2121
9.10***
β

GARCH

Volatility persistence

0.7832
51.15***

Persistence:

0.995

Half-life:

146 days