V-Lab
Boost Run Inc EGARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
144.97%
increased by 6.57%
1 Week
143.51%
increased by 5.11%
1 Month
137.90%
decreased by 0.50%
Analysis last updated: Tuesday, August 11, 2026 at 09:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 8, 2024 to Aug 7, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 4305 trading days (~17.1 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Inverse leverage: volatility responds almost entirely to positive returns
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | -0.0095 | -3.01*** |
α ARCH Response to squared shocks | -0.1052 | -28.05*** |
β GARCH Volatility persistence | 0.9998 | |
γ leverage Additional response to negative shocks | 0.1321 | 7.58*** |
Persistence:
1.000
Half-life:
4305 days
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