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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Strive 500 ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 16, 2022 to Aug 14, 2026

Model 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

ParameterValuet-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