V-Lab
Oklo Inc EGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
117.30%
decreased by 9.00%
1 Week
118.73%
decreased by 7.57%
1 Month
124.41%
decreased by 1.89%
Analysis last updated: Friday, August 14, 2026 at 10:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 8, 2021 to Aug 14, 2026Model Insight
With persistence 0.992, volatility shocks have a half-life of 83 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Inverse leverage: Positive returns increase volatility 145% more than negative returns
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0452 | 7.10*** |
α ARCH Response to squared shocks | 0.3409 | 21.40*** |
β GARCH Volatility persistence | 0.9917 | 658.95*** |
γ leverage Additional response to negative shocks | 0.1433 | 8.27*** |
Persistence:
0.992
Half-life:
83 days
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