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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Victory Electric Vehicles International Ltd AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 15, 2026 to Jul 10, 2026

Model 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

ParameterValuet-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