V-Lab
Everflow Resources Ltd GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, August 3rd, 2026
1 Day
255.19%
increased by 5.09%
1 Week
255.24%
increased by 5.14%
1 Month
255.46%
increased by 5.36%
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
Estimated persistence of 1.000 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.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0547 | 4.03*** |
α ARCH Response to squared shocks | 0.0406 | 14.49*** |
β GARCH Volatility persistence | 0.9594 | 391.59*** |
Persistence:
1.000
Half-life:
-
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