Victory Electric Vehicles International Ltd AGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
58.99%
increased by 2.84%
1 Week
62.35%
increased by 6.20%
1 Month
63.21%
increased by 7.06%
Analysis last updated: Tuesday, July 14, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 15, 2026 to Jul 10, 2026Model Insight
The news-impact curve is shifted (γ = -1.47) 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 | 11.9479 | 15.99*** |
α ARCH Response to squared shocks | 0.2084 | 3.31*** |
β GARCH Volatility persistence | 0.0163 | 1.52 |
γ leverage Additional response to negative shocks | -1.4681 | -5.10*** |
Persistence:
0.225
Half-life:
0 days
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