V-Lab
Skyline Builders Group HLD Ltd AGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
138.51%
decreased by 2.80%
1 Week
143.53%
increased by 2.22%
1 Month
151.37%
increased by 10.06%
Analysis last updated: Friday, August 14, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 23, 2025 to Aug 14, 2026Boundary Parameters
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
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 4.52*** |
α ARCH Response to squared shocks | 0.0783 | 3.05*** |
β GARCH Volatility persistence | 0.7656 | 54.90*** |
γ leverage Additional response to negative shocks | -1.4672 | -0.87 |
Persistence:
0.844
Half-life:
4 days
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