V-Lab
Insight Molecular Diagnostics Inc GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
82.56%
increased by 6.91%
1 Week
84.91%
increased by 9.26%
1 Month
91.18%
increased by 15.53%
Analysis last updated: Tuesday, August 11, 2026 at 10:01 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
Volatility shocks decay with a half-life of 12 trading days, meaning a shock loses half its impact after approximately 12 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.3556 | 11.28*** |
α ARCH Response to squared shocks | 0.1022 | 15.47*** |
β GARCH Volatility persistence | 0.8413 | 91.14*** |
Persistence:
0.944
Half-life:
12 days
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