V-Lab
SOL Strategies Inc EGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
95.04%
increased by 0.39%
1 Week
99.85%
increased by 5.20%
1 Month
106.74%
increased by 12.09%
Analysis last updated: Friday, August 14, 2026 at 10:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 9, 2025 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7543 | 3.53*** |
α ARCH Response to squared shocks | 0.1260 | 4.82*** |
β GARCH Volatility persistence | 0.8056 | 14.70*** |
γ leverage Additional response to negative shocks | 0.0255 | 0.91 |
Persistence:
0.806
Half-life:
3 days
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