V-Lab
RGF Capital Markets Ltd GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, August 5th, 2026
1 Day
38.00%
decreased by 0.59%
1 Week
40.70%
increased by 2.11%
1 Month
50.08%
increased by 11.49%
Analysis last updated: Wednesday, August 5, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 17, 2018 to Jul 31, 2026Model 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.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4223 | 5.68*** |
α ARCH Response to squared shocks | 0.1909 | 30.52*** |
β GARCH Volatility persistence | 0.8091 | 51.21*** |
Persistence:
1.000
Half-life:
-
Other RGF Capital Markets Ltd Analyses
Other GARCH Analyses on International Equities