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Hive Digital Technologies Ltd EGARCH Volatility Analysis

Volatility prediction for Tuesday, September 15th, 2026

1 Day

124.53%

decreased by 3.98%

1 Week

134.29%

increased by 5.78%

1 Month

150.22%

increased by 21.71%

Analysis last updated: Tuesday, September 15, 2026 at 09:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hive Digital Technologies Ltd EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 1, 1998 to Sep 11, 2026

Model Insight

Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days.

σ

EGARCH Model

Tap to view equation

Shock decay: Shocks decay with a 4-day half-life
ParamValuet-stat
ωconst0.8036
2.44**
αARCH0.1742
4.09***
βGARCH0.8261
11.38***
γleverage-0.0656
-1.72*

0.826

Persistence

4d

Half-life
σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8036
2.44**
α

ARCH

Response to squared shocks

0.1742
4.09***
β

GARCH

Volatility persistence

0.8261
11.38***
γ

leverage

Additional response to negative shocks

-0.0656
-1.72*

Persistence:

0.826

Half-life:

4 days