Madala Holdings Ltd AGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
42.21%
decreased by 1.78%
1 Week
44.85%
increased by 0.86%
1 Month
48.66%
increased by 4.67%
Analysis last updated: Tuesday, July 14, 2026 at 06:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 29, 2008 to Jul 10, 2026Model Insight
The news-impact curve is shifted (γ = -0.32) so that positive returns raise next-day volatility more than negative returns of the same size. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and rare among risky assets.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.6953 | 14.27*** |
α ARCH Response to squared shocks | 0.1862 | 30.23*** |
β GARCH Volatility persistence | 0.6473 | 75.79*** |
γ leverage Additional response to negative shocks | -0.3238 | -5.34*** |
Persistence:
0.833
Half-life:
4 days
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