V-Lab
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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 22, 2024 to Sep 11, 2026Model 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
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Shock decay: Shocks decay with a 1-day half-life
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.8623 | 2.01** |
| αARCH | 0.5046 | 4.38*** |
| βGARCH | 0.5877 | 2.83*** |
| γleverage | -0.0834 | -0.60 |
0.588
Persistence1d
Half-lifeσ
EGARCH Model
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| Parameter | Value | t-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
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