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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 30, 2026 to Aug 14, 2026Boundary 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
| Parameter | Value | t-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
Other VenHub Global Inc Analyses
Other AGARCH Analyses on Equities