V-Lab
Atmus Filtration Technls Inc EGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
34.97%
increased by 5.11%
1 Week
35.15%
increased by 5.29%
1 Month
35.37%
increased by 5.51%
Analysis last updated: Friday, August 14, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 29, 2023 to Aug 14, 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
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3776 | 8.29*** |
α ARCH Response to squared shocks | 0.3667 | 9.79*** |
β GARCH Volatility persistence | 0.7652 | 28.21*** |
γ leverage Additional response to negative shocks | 0.0431 | 1.35 |
Persistence:
0.765
Half-life:
3 days
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