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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

Date Range:

from

to

6M ·

All

graph of Regentis Biomaterials Ltd EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 4, 2025 to Aug 7, 2026

Model 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

ParameterValuet-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