Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Onterris Inc EGARCH

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

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

ParameterValuet-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