V-Lab
PowerBank Corp GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
91.82%
decreased by 9.18%
1 Week
96.63%
decreased by 4.37%
1 Month
108.60%
increased by 7.60%
Analysis last updated: Tuesday, August 11, 2026 at 10:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 8, 2024 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.9920 | 7.26*** |
α ARCH Response to squared shocks | 0.2452 | 9.07*** |
β GARCH Volatility persistence | 0.6927 | 20.24*** |
Persistence:
0.938
Half-life:
11 days
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