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V-Lab

Everforth Inc EGARCH Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

76.31%

decreased by 2.38%

1 Week

76.17%

decreased by 2.52%

1 Month

75.68%

decreased by 3.01%

Analysis last updated: Tuesday, July 21, 2026 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Everforth Inc EGARCH

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

With persistence 0.990, volatility shocks have a half-life of 71 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: Negative returns increase volatility 399% more than positive returns

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0288
5.20***
α

ARCH

Response to squared shocks

0.0816
25.14***
β

GARCH

Volatility persistence

0.9903
774.86***
γ

leverage

Additional response to negative shocks

-0.0544
-15.15***

Persistence:

0.990

Half-life:

71 days