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V-Lab

Ballard Power Systems Inc GARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

76.53%

decreased by 3.22%

1 Week

76.35%

decreased by 3.40%

1 Month

75.91%

decreased by 3.84%

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ballard Power Systems Inc GARCH

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

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.6625
21.26***
α

ARCH

Response to squared shocks

0.1570
23.02***
β

GARCH

Volatility persistence

0.7689
94.12***

Persistence:

0.926

Half-life:

9 days