V-Lab
Sprott Active Mtls & MNS ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
44.27%
unchanged at 0.00%
1 Week
44.27%
unchanged at 0.00%
1 Month
44.27%
unchanged at 0.00%
Analysis last updated: Tuesday, August 11, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 10, 2025 to Aug 7, 2026σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 7.7758 | 1.88* |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | 0.9409 | 0.00 |
Persistence:
0.000
Half-life:
-
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