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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 22, 1992 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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