V-Lab
Aumovio SE GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
43.46%
decreased by 0.03%
1 Week
43.44%
decreased by 0.05%
1 Month
43.42%
decreased by 0.07%
Analysis last updated: Saturday, August 8, 2026 at 08:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 18, 2025 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7704 | 0.97 |
α ARCH Response to squared shocks | 0.0009 | 0.10 |
β GARCH Volatility persistence | 0.7624 | 3.12*** |
Persistence:
0.763
Half-life:
3 days
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