Rocket One Inc 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, October 19th, 2026
1 Day
101.23%
increased by 4.61%
1 Week
112.99%
increased by 16.37%
1 Month
151.15%
increased by 54.53%
Analysis last updated: Friday, October 16, 2026 at 09:43 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 18, 2019 to Oct 16, 2026Boundary Parameters
Model 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
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High persistence: persistence 1.000 ≥ 1, shocks do not decay
| Param | Value | t-stat |
|---|---|---|
| ωconst | 5.0000 | 1.86* |
| αARCH | 0.3453 | 1.79* |
| βGARCH | 0.6547 | 6.70*** |
1.000
Persistence-
Half-lifeσ
GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.86* |
α ARCH Response to squared shocks | 0.3453 | 1.79* |
β GARCH Volatility persistence | 0.6547 | 6.70*** |
Persistence:
1.000
Half-life:
-
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