V-Lab
Nodestream Ltd AGARCH Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
111.79%
decreased by 11.73%
1 Week
113.62%
decreased by 9.90%
1 Month
115.73%
decreased by 7.79%
Analysis last updated: Wednesday, August 5, 2026 at 05:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 12, 2016 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 12.3915 | 22.02*** |
α ARCH Response to squared shocks | 0.1660 | 19.83*** |
β GARCH Volatility persistence | 0.6044 | 50.34*** |
γ leverage Additional response to negative shocks | -0.3932 | -0.82 |
Persistence:
0.770
Half-life:
3 days
Other Nodestream Ltd Analyses
Other AGARCH Analyses on International Equities