V-Lab
Kyntra Bio Inc EGARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
52.24%
decreased by 1.10%
1 Week
54.31%
increased by 0.97%
1 Month
61.99%
increased by 8.65%
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
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 91% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1120 | 7.25*** |
α ARCH Response to squared shocks | 0.1346 | 16.71*** |
β GARCH Volatility persistence | 0.9695 | 209.75*** |
γ leverage Additional response to negative shocks | -0.0420 | -6.90*** |
Persistence:
0.969
Half-life:
22 days
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