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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PowerBank Corp AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 8, 2024 to Aug 14, 2026

Model 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

ParameterValuet-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