Baron Technology ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
31.46%
decreased by 2.47%
1 Week
31.53%
decreased by 2.40%
1 Month
31.60%
decreased by 2.33%
Analysis last updated: Monday, July 20, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 15, 2025 to Jul 17, 2026Model Insight
The news-impact curve is shifted (γ = 0.52) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8797 | 3.88*** |
α ARCH Response to squared shocks | 0.1078 | 8.18*** |
β GARCH Volatility persistence | 0.6632 | 10.88*** |
γ leverage Additional response to negative shocks | 0.5248 | 4.16*** |
Persistence:
0.771
Half-life:
3 days
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