Big Digital Energy Inc AGARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
149.30%
decreased by 7.07%
1 Week
152.63%
decreased by 3.74%
1 Month
164.60%
increased by 8.23%
Analysis last updated: Tuesday, July 21, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 22, 2012 to Jul 17, 2026Model Insight
With persistence 0.991, volatility shocks have a half-life of 81 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Asymmetry: negative returns raise volatility more
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.6206 | 8.52*** |
α ARCH Response to squared shocks | 0.1073 | 18.77*** |
β GARCH Volatility persistence | 0.8842 | 161.43*** |
γ leverage Additional response to negative shocks | 1.1551 | 2.58** |
Persistence:
0.991
Half-life:
81 days
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