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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Kyntra Bio Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 14, 2014 to Jul 31, 2026

Model 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

ParameterValuet-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