Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Atmus Filtration Technls Inc EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 29, 2023 to Aug 14, 2026

Model 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

ParameterValuet-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