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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Smith Douglas Homes Corp GARCH

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

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

ParameterValuet-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