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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 25, 1996 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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