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V-Lab

Smith Douglas Homes Corp AGARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

49.24%

decreased by 1.00%

1 Week

51.34%

increased by 1.10%

1 Month

53.94%

increased by 3.70%

Analysis last updated: Wednesday, August 5, 2026 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Smith Douglas Homes Corp AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 11, 2024 to Jul 31, 2026

Model Insight

The news-impact curve is shifted (γ = 0.67) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.4642
7.98***
α

ARCH

Response to squared shocks

0.0793
9.16***
β

GARCH

Volatility persistence

0.7144
25.58***
γ

leverage

Additional response to negative shocks

0.6655
2.35**

Persistence:

0.794

Half-life:

3 days