V-Lab
Kyntra Bio Inc AGARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
52.50%
decreased by 1.53%
1 Week
56.87%
increased by 2.84%
1 Month
69.12%
increased by 15.09%
Analysis last updated: Wednesday, August 5, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 14, 2014 to Jul 31, 2026Model Insight
The news-impact curve is shifted (γ = 2.79) 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 | 0.3951 | 3.20*** |
α ARCH Response to squared shocks | 0.1224 | 16.94*** |
β GARCH Volatility persistence | 0.8444 | 114.29*** |
γ leverage Additional response to negative shocks | 2.7851 | 10.11*** |
Persistence:
0.967
Half-life:
21 days
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