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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 15, 2021 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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