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V-Lab

Bridger Aerospace GP HLD Inc EGARCH Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

44.64%

decreased by 4.32%

1 Week

47.91%

decreased by 1.05%

1 Month

62.69%

increased by 13.73%

Analysis last updated: Tuesday, July 14, 2026 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bridger Aerospace GP HLD Inc EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 22, 2021 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 35 trading days, meaning a shock loses half its impact after approximately 35 days.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1105
9.78***
α

ARCH

Response to squared shocks

0.4026
18.54***
β

GARCH

Volatility persistence

0.9804
414.01***
γ

leverage

Additional response to negative shocks

0.0092
0.72

Persistence:

0.980

Half-life:

35 days