V-Lab
XtalPi Holdings Ltd AGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
70.22%
decreased by 1.02%
1 Week
73.69%
increased by 2.45%
1 Month
74.73%
increased by 3.49%
Analysis last updated: Saturday, August 15, 2026 at 07:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 9, 2026 to Aug 14, 2026Boundary Parameters
Model Insight
The news-impact curve is shifted (γ = -2.11) so that positive returns raise next-day volatility more than negative returns of the same size. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and rare among risky assets.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 15.61*** |
α ARCH Response to squared shocks | 0.0903 | 4.04*** |
β GARCH Volatility persistence | 0.2208 | 6.26*** |
γ leverage Additional response to negative shocks | -2.1058 | -2.34** |
Persistence:
0.311
Half-life:
1 days
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