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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 22, 2021 to Jul 10, 2026Model 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
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| Parameter | Value | t-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
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