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