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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

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of KBR Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 16, 2006 to Jul 31, 2026

Model 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

ParameterValuet-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