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V-Lab

Gvs S P A AGARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

43.61%

increased by 6.27%

1 Week

43.17%

increased by 5.83%

1 Month

42.94%

increased by 5.60%

Analysis last updated: Saturday, August 8, 2026 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Gvs S P A AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 19, 2020 to Aug 7, 2026

Model Insight

The news-impact curve is shifted (γ = 0.53) 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.3897
12.88***
α

ARCH

Response to squared shocks

0.2234
11.30***
β

GARCH

Volatility persistence

0.3029
6.91***
γ

leverage

Additional response to negative shocks

0.5330
2.84***

Persistence:

0.526

Half-life:

1 days