Vivakor Inc EGARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
543.29%
decreased by 119.82%
1 Week
439.12%
decreased by 223.99%
1 Month
311.28%
decreased by 351.83%
Analysis last updated: Tuesday, July 21, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 15, 2022 to Jul 17, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 71% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8034 | 18.05*** |
α ARCH Response to squared shocks | 0.6615 | 19.73*** |
β GARCH Volatility persistence | 0.8472 | 85.71*** |
γ leverage Additional response to negative shocks | -0.1738 | -4.11*** |
Persistence:
0.847
Half-life:
4 days
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