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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 29, 2006 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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