V-Lab
TOP Kingwin Ltd GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
121.30%
decreased by 3.10%
1 Week
123.62%
decreased by 0.78%
1 Month
131.69%
increased by 7.29%
Analysis last updated: Thursday, August 6, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 18, 2023 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 46 trading days, meaning a shock loses half its impact after approximately 46 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.0206 | 3.05*** |
α ARCH Response to squared shocks | 0.0674 | 5.18*** |
β GARCH Volatility persistence | 0.9176 | 48.89*** |
Persistence:
0.985
Half-life:
46 days
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