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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2015 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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