V-Lab
Shenandoah Telecommunications Co EGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
53.74%
decreased by 1.86%
1 Week
53.75%
decreased by 1.85%
1 Month
53.78%
decreased by 1.82%
Analysis last updated: Friday, August 14, 2026 at 10:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 26, 1999 to Aug 14, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 41% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0646 | 14.38*** |
α ARCH Response to squared shocks | 0.1296 | 24.76*** |
β GARCH Volatility persistence | 0.9736 | 495.22*** |
γ leverage Additional response to negative shocks | 0.0219 | 4.56*** |
Persistence:
0.974
Half-life:
26 days
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