V-Lab
General Mills Inc AGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
27.25%
decreased by 0.84%
1 Week
27.05%
decreased by 1.04%
1 Month
26.33%
decreased by 1.76%
Analysis last updated: Friday, August 14, 2026 at 10:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 14, 2026Model Insight
The news-impact curve is shifted (γ = 0.42) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0236 | 13.11*** |
α ARCH Response to squared shocks | 0.0487 | 31.47*** |
β GARCH Volatility persistence | 0.9330 | 479.93*** |
γ leverage Additional response to negative shocks | 0.4194 | 13.76*** |
Persistence:
0.982
Half-life:
37 days
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