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V-Lab

Ballard Power Systems Inc AGARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

72.67%

decreased by 6.96%

1 Week

73.05%

decreased by 6.58%

1 Month

73.98%

decreased by 5.65%

Analysis last updated: Wednesday, August 5, 2026 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Ballard Power Systems Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 8, 1995 to Jul 31, 2026

Model Insight

The news-impact curve is shifted (γ = -0.25) so that positive returns raise next-day volatility more than negative returns of the same size. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and rare among risky assets.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.7236
20.97***
α

ARCH

Response to squared shocks

0.1601
23.42***
β

GARCH

Volatility persistence

0.7628
92.15***
γ

leverage

Additional response to negative shocks

-0.2472
-2.39**

Persistence:

0.923

Half-life:

9 days