Bella Casa Fashion & Retail EGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
45.65%
decreased by 4.40%
1 Week
47.40%
decreased by 2.65%
1 Month
50.05%
decreased by 0.00%
Analysis last updated: Tuesday, July 14, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 15, 2015 to Jul 10, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 46% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4269 | 14.23*** |
α ARCH Response to squared shocks | 0.2684 | 20.80*** |
β GARCH Volatility persistence | 0.8190 | 61.47*** |
γ leverage Additional response to negative shocks | 0.0506 | 4.11*** |
Persistence:
0.819
Half-life:
3 days
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