Onterris Inc EGARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
59.34%
increased by 2.13%
1 Week
61.73%
increased by 4.52%
1 Month
63.21%
increased by 6.00%
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
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 134% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1371 | 9.16*** |
α ARCH Response to squared shocks | 0.1861 | 6.78*** |
β GARCH Volatility persistence | 0.5909 | 13.28*** |
γ leverage Additional response to negative shocks | -0.0748 | -2.98*** |
Persistence:
0.591
Half-life:
1 days
Other EGARCH Analyses on Equities