Victory Electric Vehicles International Ltd EGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
73.47%
increased by 15.18%
1 Week
65.09%
increased by 6.80%
1 Month
63.01%
increased by 4.72%
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, 2026σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.3143 | 5.40*** |
α ARCH Response to squared shocks | 0.3221 | 4.07*** |
β GARCH Volatility persistence | 0.1542 | 1.02 |
γ leverage Additional response to negative shocks | 0.1436 | 1.75* |
Persistence:
0.154
Half-life:
0 days
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