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V-Lab

Vulcan Infrastructure and Power Inc GARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

126.30%

decreased by 4.90%

1 Week

125.69%

decreased by 5.51%

1 Month

124.22%

decreased by 6.98%

Analysis last updated: Wednesday, August 5, 2026 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Vulcan Infrastructure and Power Inc GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 15, 2021 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
7.34***
α

ARCH

Response to squared shocks

0.0631
10.54***
β

GARCH

Volatility persistence

0.8526
56.74***

Persistence:

0.916

Half-life:

8 days