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