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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Smith Douglas Homes Corp EGARCH

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

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

ParameterValuet-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