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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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