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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Kyntra Bio Inc EGARCH

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

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

ParameterValuet-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