V-Lab
MindForge Inc GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, July 24th, 2026
1 Day
275.77%
decreased by 27.29%
1 Week
278.63%
decreased by 24.43%
1 Month
289.80%
decreased by 13.26%
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
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.1477 | 6.22*** |
α ARCH Response to squared shocks | 0.1807 | 7.59*** |
β GARCH Volatility persistence | 0.8193 | 47.21*** |
Persistence:
1.000
Half-life:
-
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