Madala Holdings Ltd EGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
51.04%
increased by 4.26%
1 Week
51.77%
increased by 4.99%
1 Month
52.69%
increased by 5.91%
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
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 31% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5238 | 8.81*** |
α ARCH Response to squared shocks | 0.2758 | 31.53*** |
β GARCH Volatility persistence | 0.7833 | 30.83*** |
γ leverage Additional response to negative shocks | 0.0369 | 4.50*** |
Persistence:
0.783
Half-life:
3 days
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