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V-Lab

Simpson Manufacturing Co Inc GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

31.36%

decreased by 1.30%

1 Week

31.70%

decreased by 0.96%

1 Month

32.72%

increased by 0.06%

Analysis last updated: Friday, August 14, 2026 at 10:54 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Simpson Manufacturing Co Inc GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 26, 1994 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2117
14.30***
α

ARCH

Response to squared shocks

0.0983
26.02***
β

GARCH

Volatility persistence

0.8588
155.81***

Persistence:

0.957

Half-life:

16 days