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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

Date Range:

from

to

6M ·

1Y ·

All

graph of Skyline Builders Group HLD Ltd EGARCH

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

Model 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

ParameterValuet-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