V-Lab
Liberty Defense Holdings Ltd GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
63.31%
decreased by 7.57%
1 Week
63.36%
decreased by 7.52%
1 Month
63.47%
decreased by 7.41%
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
Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2129 | 4.09*** |
α ARCH Response to squared shocks | 0.1885 | 5.87*** |
β GARCH Volatility persistence | 0.7360 | 21.36*** |
Persistence:
0.925
Half-life:
9 days
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