V-Lab
Strive 500 ETF AGARCH Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
12.73%
decreased by 0.71%
1 Week
13.20%
decreased by 0.24%
1 Month
14.30%
increased by 0.86%
Analysis last updated: Wednesday, August 19, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 16, 2022 to Aug 14, 2026Model Insight
The news-impact curve is shifted (γ = 0.98) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | 0.00 |
α ARCH Response to squared shocks | 0.0784 | 15.63*** |
β GARCH Volatility persistence | 0.8456 | 118.95*** |
γ leverage Additional response to negative shocks | 0.9763 | 20.75*** |
Persistence:
0.924
Half-life:
9 days
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