Onterris Inc AGARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
60.00%
increased by 0.32%
1 Week
62.33%
increased by 2.65%
1 Month
62.95%
increased by 3.27%
Analysis last updated: Friday, July 10, 2026 at 11:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 24, 2020 to Jul 10, 2026Model Insight
The news-impact curve is shifted (γ = 2.22) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 11.5535 | 25.53*** |
α ARCH Response to squared shocks | 0.0966 | 8.88*** |
β GARCH Volatility persistence | 0.1430 | 6.40*** |
γ leverage Additional response to negative shocks | 2.2205 | 6.51*** |
Persistence:
0.240
Half-life:
0 days
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