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V-Lab

Nodestream Ltd EGARCH Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

132.33%

increased by 12.81%

1 Week

127.98%

increased by 8.46%

1 Month

122.54%

increased by 3.02%

Analysis last updated: Wednesday, August 5, 2026 at 05:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nodestream Ltd EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 12, 2016 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8374
11.06***
α

ARCH

Response to squared shocks

0.2220
15.23***
β

GARCH

Volatility persistence

0.7927
41.03***
γ

leverage

Additional response to negative shocks

0.0211
1.51

Persistence:

0.793

Half-life:

3 days