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V-Lab

XtalPi Holdings Ltd EGARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

69.14%

decreased by 4.19%

1 Week

74.57%

increased by 1.24%

1 Month

75.45%

increased by 2.12%

Analysis last updated: Saturday, August 15, 2026 at 07:41 PM UTC

Date Range:

from

to

6M ·

All

graph of XtalPi Holdings Ltd EGARCH

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

Model Insight

This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.4146
6.98***
α

ARCH

Response to squared shocks

0.0842
1.76*
β

GARCH

Volatility persistence

-0.0927
-0.67
γ

leverage

Additional response to negative shocks

0.2154
4.70***

Persistence:

-0.093

Half-life:

-