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V-Lab

Society Pass Inc EGARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, August 14th, 2026

1 Day

4,429.45%

increased by 530.00%

1 Week

4,719.79%

increased by 820.34%

1 Month

6,237.23%

increased by 2,337.78%

Analysis last updated: Friday, August 14, 2026 at 09:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Society Pass Inc EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 9, 2021 to Aug 7, 2026

Model 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

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0616
1.67*
α

ARCH

Response to squared shocks

0.2004
12.28***
β

GARCH

Volatility persistence

1.0000
192.94***
γ

leverage

Additional response to negative shocks

-0.0470
-1.10

Persistence:

1.000

Half-life:

-