Skip to main content
V-Lab

Onity Group Inc AGARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

49.21%

decreased by 0.69%

1 Week

49.38%

decreased by 0.52%

1 Month

50.06%

increased by 0.16%

Analysis last updated: Friday, August 14, 2026 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Onity Group Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 25, 1996 to Aug 14, 2026

Model Insight

With persistence 0.992, volatility shocks have a half-life of 88 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: negative returns raise volatility more

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0232
1.07
α

ARCH

Response to squared shocks

0.0334
24.29***
β

GARCH

Volatility persistence

0.9588
530.91***
γ

leverage

Additional response to negative shocks

1.6174
8.37***

Persistence:

0.992

Half-life:

88 days