V-Lab
Pasqal Holding SA AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, August 31st, 2026
1 Day
203.17%
increased by 73.30%
1 Week
634.04%
increased by 504.17%
1 Month
243,173.99%
increased by 243,044.12%
Analysis last updated: Sunday, August 30, 2026 at 03:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 8, 2026 to Aug 28, 2026Boundary Parameters
Model Insight
Estimated persistence of 2.299 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
σ
AGARCH Model
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High persistence: persistence 2.299 ≥ 1, shocks do not decay
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0000 | 0.00 |
| αARCH | 2.0000 | 0.50 |
| βGARCH | 0.2988 | 0.90 |
| γleverage | -0.3040 | -1.08 |
2.299
Persistence-
Half-lifeσ
AGARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | 0.00 |
α ARCH Response to squared shocks | 2.0000 | 0.50 |
β GARCH Volatility persistence | 0.2988 | 0.90 |
γ leverage Additional response to negative shocks | -0.3040 | -1.08 |
Persistence:
2.299
Half-life:
-
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