V-Lab
Inlif Ltd AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, September 16th, 2026
1 Day
190.12%
1 Week
347.39%
1 Month
7,722.53%
Analysis last updated: Wednesday, September 16, 2026 at 02:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2025 to Sep 11, 2026Model Insight
Estimated persistence of 1.599 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
Asymmetry: negative returns raise volatility more
AGARCH Model
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0000 | 0.00 |
| αARCH | 0.9994 | 1.58 |
| βGARCH | 0.5999 | 5.92*** |
| γleverage | 2.6865 | 2.20** |
1.599
Persistence-
Half-lifeAGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | 0.00 |
α ARCH Response to squared shocks | 0.9994 | 1.58 |
β GARCH Volatility persistence | 0.5999 | 5.92*** |
γ leverage Additional response to negative shocks | 2.6865 | 2.20** |
Persistence:
1.599
Half-life:
-
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