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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 9, 2021 to Aug 7, 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
EGARCH Model
Tap to view equation
| Parameter | Value | t-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:
-
Other Society Pass Inc Analyses
Other EGARCH Analyses on Equities