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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Shenandoah Telecommunications Co EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 26, 1999 to Aug 14, 2026

Model 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

ParameterValuet-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