V-Lab
Regentis Biomaterials Ltd EGARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
135.58%
decreased by 12.17%
1 Week
146.60%
decreased by 1.15%
1 Month
151.02%
increased by 3.27%
Analysis last updated: Friday, August 7, 2026 at 11:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 4, 2025 to Aug 7, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 112% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.5731 | 7.14*** |
α ARCH Response to squared shocks | 1.0784 | 16.08*** |
β GARCH Volatility persistence | 0.4312 | 5.28*** |
γ leverage Additional response to negative shocks | -0.3881 | -10.78*** |
Persistence:
0.431
Half-life:
1 days
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