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V-Lab

Leonardo SpA EGARCH Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

33.56%

increased by 1.15%

1 Week

34.05%

increased by 1.64%

1 Month

35.79%

increased by 3.38%

Analysis last updated: Wednesday, August 5, 2026 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Leonardo SpA EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 1, 1990 to Jul 31, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 75% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0539
21.92***
α

ARCH

Response to squared shocks

0.1460
30.11***
β

GARCH

Volatility persistence

0.9739
571.88***
γ

leverage

Additional response to negative shocks

-0.0400
-9.72***

Persistence:

0.974

Half-life:

26 days