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
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
EGARCH Model
Tap to view equation
| Parameter | Value | t-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
Other Nodestream Ltd Analyses
Other EGARCH Analyses on International Equities