V-Lab
KBR Inc AGARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
41.76%
decreased by 0.40%
1 Week
41.58%
decreased by 0.58%
1 Month
41.01%
decreased by 1.15%
Analysis last updated: Wednesday, August 5, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 16, 2006 to Jul 31, 2026Model Insight
The news-impact curve is shifted (γ = 1.11) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1585 | 9.70*** |
α ARCH Response to squared shocks | 0.0725 | 25.71*** |
β GARCH Volatility persistence | 0.8871 | 245.06*** |
γ leverage Additional response to negative shocks | 1.1114 | 13.47*** |
Persistence:
0.960
Half-life:
17 days
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