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Pineapple Financial Inc EGARCH Volatility Analysis

Volatility prediction for Thursday, October 29th, 2026

1 Day

135.16%

increased by 11.27%

1 Week

141.88%

increased by 17.99%

1 Month

160.80%

increased by 36.91%

Analysis last updated: Wednesday, October 28, 2026 at 10:29 PM UTC

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Date Range:

from

10/28/2024

to

10/28/2026

6M ·

1Y ·

2Y ·

All

graph of Pineapple Financial Inc EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 1, 2023 to Oct 23, 2026

Model Insight

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days.

σ

EGARCH Model

Tap to view equation

Shock decay: Shocks decay with a 9-day half-life
ParamValuet-stat
ωconst0.3683
1.83*
αARCH0.4574
4.81***
βGARCH0.9260
23.49***
γleverage-0.0267
-0.22

0.926

Persistence

9d

Half-life
σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3683
1.83*
α

ARCH

Response to squared shocks

0.4574
4.81***
β

GARCH

Volatility persistence

0.9260
23.49***
γ

leverage

Additional response to negative shocks

-0.0267
-0.22

Persistence:

0.926

Half-life:

9 days