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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Baron Technology ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 15, 2025 to Jul 17, 2026

Model 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

ParameterValuet-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