V-Lab
Regentis Biomaterials 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 Monday, August 10th, 2026
1 Day
113.55%
decreased by 5.76%
1 Week
123.48%
increased by 4.17%
1 Month
157.06%
increased by 37.75%
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
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 | 4.6729 | 7.14*** |
α ARCH Response to squared shocks | 0.2544 | 3.67*** |
β GARCH Volatility persistence | 0.7456 | 25.06*** |
Persistence:
1.000
Half-life:
-
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