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V-Lab

VenHub Global Inc AGARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

92.80%

decreased by 14.19%

1 Week

117.79%

increased by 10.80%

1 Month

157.14%

increased by 50.15%

Analysis last updated: Friday, August 14, 2026 at 10:12 PM UTC

Date Range:

from

to

6M ·

All

graph of VenHub Global Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 30, 2026 to Aug 14, 2026
Boundary Parameters

Model Insight

The news-impact curve is shifted (γ = -0.99) 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
9.20***
α

ARCH

Response to squared shocks

0.4682
9.92***
β

GARCH

Volatility persistence

0.4208
27.35***
γ

leverage

Additional response to negative shocks

-0.9944
-2.70***

Persistence:

0.889

Half-life:

6 days