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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Big Digital Energy Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 22, 2012 to Jul 17, 2026

Model 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

ParameterValuet-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