V-Lab
Securitize Corp GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, August 6th, 2026
1 Day
89.42%
decreased by 11.53%
1 Week
90.11%
decreased by 10.84%
1 Month
92.83%
decreased by 8.12%
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
May 2, 2025 to Jul 31, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2469 | 6.08*** |
α ARCH Response to squared shocks | 0.2225 | 6.38*** |
β GARCH Volatility persistence | 0.7775 | 22.55*** |
Persistence:
1.000
Half-life:
-
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