V-Lab
RGC Resources Inc EGARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
38.30%
decreased by 0.87%
1 Week
38.56%
decreased by 0.61%
1 Month
39.40%
increased by 0.23%
Analysis last updated: Tuesday, August 11, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 1, 1994 to Aug 7, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 20% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0619 | 18.17*** |
α ARCH Response to squared shocks | 0.1880 | 35.13*** |
β GARCH Volatility persistence | 0.9687 | 469.78*** |
γ leverage Additional response to negative shocks | 0.0171 | 2.66*** |
Persistence:
0.969
Half-life:
22 days
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