Bella Casa Fashion & Retail GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
42.86%
decreased by 2.83%
1 Week
44.66%
decreased by 1.03%
1 Month
47.91%
increased by 2.22%
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
Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2562 | 13.00*** |
α ARCH Response to squared shocks | 0.1489 | 19.98*** |
β GARCH Volatility persistence | 0.7272 | 48.19*** |
Persistence:
0.876
Half-life:
5 days
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