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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

Date Range:

from

to

6M ·

All

graph of Liberty Defense Holdings Ltd GARCH

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

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

ParameterValuet-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