Skip to main content
V-Lab

Mount Logan Capital Inc AGARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, July 15th, 2026

1 Day

93.13%

decreased by 12.79%

1 Week

103.88%

decreased by 2.04%

1 Month

170.58%

increased by 64.66%

Analysis last updated: Tuesday, July 14, 2026 at 09:27 PM UTC

Date Range:

from

to

6M ·

All

graph of Mount Logan Capital Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 15, 2025 to Jul 10, 2026

Model Insight

Estimated persistence of 1.106 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.

Asymmetry: positive returns raise volatility more

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0665
1.19
α

ARCH

Response to squared shocks

0.3348
14.92***
β

GARCH

Volatility persistence

0.7710
50.63***
γ

leverage

Additional response to negative shocks

-0.4553
-3.58***

Persistence:

1.106

Half-life:

-