V-Lab
Skyline Builders Group HLD Ltd EGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
154.63%
increased by 5.52%
1 Week
156.69%
increased by 7.58%
1 Month
161.35%
increased by 12.24%
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, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 389% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4603 | 2.79*** |
α ARCH Response to squared shocks | 0.0734 | 1.31 |
β GARCH Volatility persistence | 0.9021 | 25.83*** |
γ leverage Additional response to negative shocks | 0.0485 | 2.28** |
Persistence:
0.902
Half-life:
7 days
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