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PMA Graphene Technology Group Inc EGARCH Volatility Analysis

Volatility prediction for Monday, September 14th, 2026

1 Day

123.13%

increased by 16.47%

1 Week

138.78%

increased by 32.12%

1 Month

148.63%

increased by 41.97%

Analysis last updated: Friday, September 11, 2026 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of PMA Graphene Technology Group Inc EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 22, 2024 to Sep 11, 2026

Model Insight

Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.

σ

EGARCH Model

Tap to view equation

Shock decay: Shocks decay with a 1-day half-life
ParamValuet-stat
ωconst1.8623
2.01**
αARCH0.5046
4.38***
βGARCH0.5877
2.83***
γleverage-0.0834
-0.60

0.588

Persistence

1d

Half-life
σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.8623
2.01**
α

ARCH

Response to squared shocks

0.5046
4.38***
β

GARCH

Volatility persistence

0.5877
2.83***
γ

leverage

Additional response to negative shocks

-0.0834
-0.60

Persistence:

0.588

Half-life:

1 days