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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

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of RGC Resources Inc EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 1, 1994 to Aug 7, 2026

Model 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

ParameterValuet-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