Onterris Inc GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
59.04%
decreased by 0.23%
1 Week
60.91%
increased by 1.64%
1 Month
62.42%
increased by 3.15%
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, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 7.30*** |
α ARCH Response to squared shocks | 0.0644 | 6.63*** |
β GARCH Volatility persistence | 0.6180 | 13.30*** |
Persistence:
0.682
Half-life:
2 days
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