Centiel AG EGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
103.80%
increased by 5.38%
1 Week
103.39%
increased by 4.97%
1 Month
101.91%
increased by 3.49%
Analysis last updated: Tuesday, July 14, 2026 at 08:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 29, 2006 to Jul 10, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 48% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0602 | 20.10*** |
α ARCH Response to squared shocks | 0.1998 | 34.26*** |
β GARCH Volatility persistence | 0.9829 | 746.87*** |
γ leverage Additional response to negative shocks | -0.0389 | -5.13*** |
Persistence:
0.983
Half-life:
40 days
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