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, May 18th, 2026
1 Day
1,180.52%
decreased by 181.88%
1 Week
1,312.64%
decreased by 49.76%
1 Month
2,140.02%
increased by 777.62%
Analysis last updated: Saturday, May 16, 2026 at 01:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8200 | 8.87 | |
| 0.3556 | 8.22 | |
| 0.7506 | 41.69 | |
| 0.4270 | 3.13 |
Estimation Period:
May 10, 2006 to May 15, 2026
May 10, 2006 to May 15, 2026
Other AGARCH Analyses on Equities