V-Lab
Smith Douglas Homes Corp EGARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
49.05%
decreased by 0.88%
1 Week
49.49%
decreased by 0.44%
1 Month
50.96%
increased by 1.03%
Analysis last updated: Wednesday, August 5, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 11, 2024 to Jul 31, 2026Model Insight
This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0844 | 4.87*** |
α ARCH Response to squared shocks | 0.0720 | 6.74*** |
β GARCH Volatility persistence | 0.9667 | 181.78*** |
γ leverage Additional response to negative shocks | -0.0508 | -5.53*** |
Persistence:
0.967
Half-life:
20 days
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