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V-Lab

Vivakor Inc GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

565.60%

increased by 30.04%

1 Week

567.82%

increased by 32.26%

1 Month

576.63%

increased by 41.07%

Analysis last updated: Tuesday, July 21, 2026 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Vivakor Inc GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 15, 2022 to Jul 17, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
5.79***
α

ARCH

Response to squared shocks

0.2750
3.21***
β

GARCH

Volatility persistence

0.7250
16.35***

Persistence:

1.000

Half-life:

-