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V-Lab

Nexi S.P.A. AGARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

44.07%

decreased by 0.05%

1 Week

44.07%

decreased by 0.05%

1 Month

44.08%

decreased by 0.04%

Analysis last updated: Saturday, August 15, 2026 at 08:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Nexi S.P.A. AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 6, 2019 to Aug 14, 2026

Model Insight

With persistence 0.998, volatility shocks have a half-life of 426 trading days (~1.7 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

0.0130
5.47***
α

ARCH

Response to squared shocks

0.0023
1.95*
β

GARCH

Volatility persistence

0.9961
1,238.96***
γ

leverage

Additional response to negative shocks

0.0001
15.71***

Persistence:

0.998

Half-life:

426 days