Victory Electric Vehicles International Ltd GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
61.46%
increased by 6.19%
1 Week
61.73%
increased by 6.46%
1 Month
61.95%
increased by 6.68%
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
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 3.74*** |
α ARCH Response to squared shocks | 0.1715 | 2.26** |
β GARCH Volatility persistence | 0.5011 | 4.31*** |
Persistence:
0.673
Half-life:
2 days
Other Victory Electric Vehicles International Ltd Analyses
Other GARCH Analyses on International Equities