V-Lab
Liberty Defense Holdings Ltd AGARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
50.91%
decreased by 0.64%
1 Week
57.10%
increased by 5.55%
1 Month
58.75%
increased by 7.20%
Analysis last updated: Friday, August 7, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 22, 2026 to Aug 7, 2026Model Insight
The news-impact curve is shifted (γ = -1.26) so that positive returns raise next-day volatility more than negative returns of the same size. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and rare among risky assets.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 9.7879 | 15.29*** |
α ARCH Response to squared shocks | 0.2671 | 5.47*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | -1.2609 | -3.98*** |
Persistence:
0.267
Half-life:
1 days
Other Liberty Defense Holdings Ltd Analyses
Other AGARCH Analyses on Equities