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V-Lab

Amplify HACK Cybersecurity Covered Call ETF AGARCH Volatility Analysis

Volatility prediction for Wednesday, August 19th, 2026

1 Day

28.02%

decreased by 3.99%

1 Week

30.53%

decreased by 1.48%

1 Month

31.12%

decreased by 0.89%

Analysis last updated: Wednesday, August 19, 2026 at 02:22 AM UTC

Date Range:

from

to

6M ·

All

graph of Amplify HACK Cybersecurity Covered Call ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 21, 2026 to Aug 14, 2026

Model Insight

The news-impact curve is shifted (γ = 0.37) 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

3.1078
17.46***
α

ARCH

Response to squared shocks

0.1943
6.89***
β

GARCH

Volatility persistence

0.0000
0.00
γ

leverage

Additional response to negative shocks

0.3675
2.38**

Persistence:

0.194

Half-life:

0 days