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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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 1, 2023 to Oct 23, 2026Model 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
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Shock decay: Shocks decay with a 9-day half-life
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.3683 | 1.83* |
| αARCH | 0.4574 | 4.81*** |
| βGARCH | 0.9260 | 23.49*** |
| γleverage | -0.0267 | -0.22 |
0.926
Persistence9d
Half-lifeσ
EGARCH Model
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| Parameter | Value | t-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
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