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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Oklo Inc EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 8, 2021 to Aug 14, 2026

Model 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

ParameterValuet-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