Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Onterris Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 24, 2020 to Jul 10, 2026

Model 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

ParameterValuet-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