V-Lab
Ross Stores Inc AGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
26.21%
decreased by 0.54%
1 Week
26.54%
decreased by 0.21%
1 Month
27.75%
increased by 1.00%
Analysis last updated: Friday, August 14, 2026 at 10:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 14, 2026Model Insight
With persistence 0.992, volatility shocks have a half-life of 83 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Asymmetry: negative returns raise volatility more
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | 0.00 |
α ARCH Response to squared shocks | 0.0479 | 42.63*** |
β GARCH Volatility persistence | 0.9437 | 861.08*** |
γ leverage Additional response to negative shocks | 1.0946 | 23.51*** |
Persistence:
0.992
Half-life:
83 days
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