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V-Lab

Insight Molecular Diagnostics Inc EGARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

81.58%

decreased by 4.48%

1 Week

84.66%

decreased by 1.40%

1 Month

93.53%

increased by 7.47%

Analysis last updated: Friday, August 7, 2026 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Insight Molecular Diagnostics Inc EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 30, 2015 to Aug 7, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 32% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2551
8.77***
α

ARCH

Response to squared shocks

0.1984
17.39***
β

GARCH

Volatility persistence

0.9339
118.11***
γ

leverage

Additional response to negative shocks

-0.0275
-2.20**

Persistence:

0.934

Half-life:

10 days