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V-Lab

Motorola Solutions Inc AGARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

30.88%

decreased by 0.65%

1 Week

31.00%

decreased by 0.53%

1 Month

31.44%

decreased by 0.09%

Analysis last updated: Friday, August 14, 2026 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Motorola Solutions Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 14, 2026

Model Insight

With persistence 0.994, volatility shocks have a half-life of 115 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: negative returns raise volatility more

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0000
0.00
α

ARCH

Response to squared shocks

0.0410
33.17***
β

GARCH

Volatility persistence

0.9530
760.58***
γ

leverage

Additional response to negative shocks

0.9520
17.40***

Persistence:

0.994

Half-life:

115 days