Skip to main content
V-Lab

Galera Therapeutics Inc AGARCH Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

129.37%

decreased by 20.02%

1 Week

125.90%

decreased by 23.49%

1 Month

122.42%

decreased by 26.97%

Analysis last updated: Wednesday, August 5, 2026 at 09:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Galera Therapeutics Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 7, 2019 to Jul 17, 2026

Model Insight

The news-impact curve is shifted (γ = 2.60) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

15.0000
11.58***
α

ARCH

Response to squared shocks

0.1441
10.10***
β

GARCH

Volatility persistence

0.5806
25.49***
γ

leverage

Additional response to negative shocks

2.5969
3.83***

Persistence:

0.725

Half-life:

2 days