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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Madala Holdings Ltd AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 29, 2008 to Jul 10, 2026

Model 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

ParameterValuet-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