V-Lab
Everflow Resources Ltd AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, September 11th, 2026
1 Day
356.88%
1 Week
363.36%
1 Month
391.29%
Analysis last updated: Friday, September 11, 2026 at 05:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 31, 2007 to Sep 4, 2026Model Insight
Estimated persistence of 1.018 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
AGARCH Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0000 | 0.00 |
| αARCH | 0.0713 | 4.57*** |
| βGARCH | 0.9466 | 92.52*** |
| γleverage | -0.9911 | -0.33 |
1.018
Persistence-
Half-lifeAGARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | 0.00 |
α ARCH Response to squared shocks | 0.0713 | 4.57*** |
β GARCH Volatility persistence | 0.9466 | 92.52*** |
γ leverage Additional response to negative shocks | -0.9911 | -0.33 |
Persistence:
1.018
Half-life:
-
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