Madala Holdings Ltd GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
45.53%
increased by 2.39%
1 Week
46.85%
increased by 3.71%
1 Month
49.24%
increased by 6.10%
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
Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3189 | 8.93*** |
α ARCH Response to squared shocks | 0.1629 | 30.16*** |
β GARCH Volatility persistence | 0.7101 | 49.17*** |
Persistence:
0.873
Half-life:
5 days
Other Madala Holdings Ltd Analyses
Other GARCH Analyses on International Equities