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V-Lab

Everforth Inc AGARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

76.02%

decreased by 2.01%

1 Week

75.70%

decreased by 2.33%

1 Month

74.46%

decreased by 3.57%

Analysis last updated: Monday, July 20, 2026 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Everforth Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 22, 1992 to Jul 17, 2026

Model Insight

The news-impact curve is shifted (γ = 1.64) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0000
0.00
α

ARCH

Response to squared shocks

0.0493
36.20***
β

GARCH

Volatility persistence

0.9406
460.16***
γ

leverage

Additional response to negative shocks

1.6420
15.08***

Persistence:

0.990

Half-life:

68 days