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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Everflow Resources Ltd EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 31, 2007 to Jul 31, 2026
Illiquid 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

ParameterValuet-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