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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 9, 2026 to Aug 14, 2026Model 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
| Parameter | Value | t-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:
-
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