Urbana Corp AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
34.17%
decreased by 3.52%
1 Week
38.09%
increased by 0.40%
1 Month
52.29%
increased by 14.60%
Analysis last updated: Thursday, May 21, 2026 at 01:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3155 | 13.18 | |
| 0.2550 | 31.15 | |
| 0.7635 | 159.27 | |
| 0.7658 | 11.53 |
Estimation Period:
Jan 24, 1990 to May 15, 2026
Jan 24, 1990 to May 15, 2026
Other AGARCH Analyses on International Equities