Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

All

graph of Skyline Builders Group HLD Ltd AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 23, 2025 to Aug 14, 2026
Boundary 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

ParameterValuet-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