V-Lab
Galera Therapeutics Inc EGARCH Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
137.13%
increased by 11.01%
1 Week
132.98%
increased by 6.86%
1 Month
127.36%
increased by 1.24%
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
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 118% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7757 | 5.97*** |
α ARCH Response to squared shocks | 0.1713 | 8.74*** |
β GARCH Volatility persistence | 0.8114 | 24.66*** |
γ leverage Additional response to negative shocks | -0.0635 | -3.59*** |
Persistence:
0.811
Half-life:
3 days
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