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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

Date Range:

from

to

6M ·

All

graph of Liberty Defense Holdings Ltd AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 22, 2026 to Aug 7, 2026

Model 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

ParameterValuet-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