V-Lab
Smith Douglas Homes Corp GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
50.25%
decreased by 0.35%
1 Week
51.11%
increased by 0.51%
1 Month
53.09%
increased by 2.49%
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
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0533 | 5.48*** |
α ARCH Response to squared shocks | 0.0518 | 5.85*** |
β GARCH Volatility persistence | 0.8619 | 39.93*** |
Persistence:
0.914
Half-life:
8 days
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