V-Lab
MindForge Inc EGARCH Volatility Analysis
Volatility prediction for Friday, July 24th, 2026
1 Day
274.47%
decreased by 41.38%
1 Week
274.89%
decreased by 40.96%
1 Month
276.18%
decreased by 39.67%
Analysis last updated: Friday, July 24, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 29, 2024 to Jul 17, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 40% 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 | 0.2287 | 7.57*** |
α ARCH Response to squared shocks | 0.3489 | 13.44*** |
β GARCH Volatility persistence | 0.9602 | 178.10*** |
γ leverage Additional response to negative shocks | 0.0581 | 2.55** |
Persistence:
0.960
Half-life:
17 days
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