V-Lab
Everflow Resources Ltd EGARCH Volatility Analysis
Volatility prediction for Monday, August 3rd, 2026
1 Day
275.93%
increased by 14.77%
1 Week
279.12%
increased by 17.96%
1 Month
290.45%
increased by 29.29%
Analysis last updated: Sunday, August 2, 2026 at 02:13 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 31, 2007 to Jul 31, 2026Illiquid Asset
Model Insight
Volatility shocks decay with a half-life of 28 trading days, meaning a shock loses half its impact after approximately 28 days.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1501 | 8.84*** |
α ARCH Response to squared shocks | 0.1733 | 10.14*** |
β GARCH Volatility persistence | 0.9758 | 334.62*** |
γ leverage Additional response to negative shocks | 0.0008 | 0.03 |
Persistence:
0.976
Half-life:
28 days
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