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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 7, 2019 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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