V-Lab
Nodestream Ltd GARCH Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
131.77%
increased by 6.35%
1 Week
129.12%
increased by 3.70%
1 Month
122.97%
decreased by 2.45%
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 7 trading days, meaning a shock loses half its impact after approximately 7 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 12.53*** |
α ARCH Response to squared shocks | 0.0966 | 14.60*** |
β GARCH Volatility persistence | 0.8090 | 80.55*** |
Persistence:
0.906
Half-life:
7 days
Other Nodestream Ltd Analyses
Other GARCH Analyses on International Equities