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V-Lab

Centiel AG GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

82.16%

decreased by 4.85%

1 Week

82.32%

decreased by 4.69%

1 Month

82.96%

decreased by 4.05%

Analysis last updated: Tuesday, July 21, 2026 at 08:16 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Centiel AG GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 29, 2006 to Jul 17, 2026

Model Insight

With persistence 0.999, volatility shocks have a half-life of 499 trading days (~2.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0896
11.68***
α

ARCH

Response to squared shocks

0.1119
35.42***
β

GARCH

Volatility persistence

0.8867
331.85***

Persistence:

0.999

Half-life:

499 days