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V-Lab

Buda Juice Inc AGARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

72.27%

decreased by 32.70%

1 Week

73.38%

decreased by 31.59%

1 Month

73.70%

decreased by 31.27%

Analysis last updated: Saturday, August 15, 2026 at 02:35 AM UTC

Date Range:

from

to

6M ·

All

graph of Buda Juice Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 8, 2026 to Aug 14, 2026
Boundary Parameters

Model Insight

The news-impact curve is shifted (γ = 2.19) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

15.0000
16.75***
α

ARCH

Response to squared shocks

0.1461
5.91***
β

GARCH

Volatility persistence

0.1273
5.24***
γ

leverage

Additional response to negative shocks

2.1943
3.71***

Persistence:

0.273

Half-life:

1 days