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V-Lab

QVC Group Inc 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, July 13th, 2026

1 Day

206.15%

decreased by 5.22%

1 Week

206.24%

decreased by 5.13%

1 Month

206.60%

decreased by 4.77%

Analysis last updated: Saturday, July 11, 2026 at 09:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of QVC Group Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 5, 2006 to Jul 10, 2026

Model Insight

Estimated persistence of 1.000 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.

Asymmetry: negative returns raise volatility more

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0448
5.48***
α

ARCH

Response to squared shocks

0.0496
14.89***
β

GARCH

Volatility persistence

0.9505
297.68***
γ

leverage

Additional response to negative shocks

0.5126
7.00***

Persistence:

1.000

Half-life:

-