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V-Lab

Everforth Inc GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

77.55%

decreased by 1.61%

1 Week

77.29%

decreased by 1.87%

1 Month

76.28%

decreased by 2.88%

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

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Everforth Inc GARCH

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 0.992, volatility shocks have a half-life of 91 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0990
9.63***
α

ARCH

Response to squared shocks

0.0441
27.15***
β

GARCH

Volatility persistence

0.9484
420.56***

Persistence:

0.992

Half-life:

91 days