V-Lab
PowerBank Corp AGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
71.65%
decreased by 5.18%
1 Week
82.81%
increased by 5.98%
1 Month
104.18%
increased by 27.35%
Analysis last updated: Friday, August 14, 2026 at 09:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 8, 2024 to Aug 14, 2026Model Insight
The news-impact curve is shifted (γ = -1.01) so that positive returns raise next-day volatility more than negative returns of the same size. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and rare among risky assets.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.2643 | 8.98*** |
α ARCH Response to squared shocks | 0.2793 | 11.60*** |
β GARCH Volatility persistence | 0.6317 | 21.69*** |
γ leverage Additional response to negative shocks | -1.0097 | -2.80*** |
Persistence:
0.911
Half-life:
7 days
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