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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

Date Range:

from

to

6M ·

All

graph of XtalPi Holdings Ltd AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 9, 2026 to Aug 14, 2026
Boundary 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

ParameterValuet-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