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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 8, 2026 to Aug 14, 2026Boundary 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
| Parameter | Value | t-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
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