Brera Holdings Plc AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 29th, 2026
1 Day
102.33%
decreased by 10.54%
1 Week
149.34%
increased by 36.47%
1 Month
308.11%
increased by 195.24%
Analysis last updated: Friday, June 26, 2026 at 11:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 8.90 | |
| 0.6090 | 8.43 | |
| 0.4519 | 23.16 | |
| -2.7369 | -4.82 |
Estimation Period:
Jan 27, 2023 to Jun 26, 2026
Jan 27, 2023 to Jun 26, 2026
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