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V-Lab

Visne Madencilik Uretim Sana AGARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

57.02%

decreased by 6.82%

1 Week

70.04%

increased by 6.20%

1 Month

79.13%

increased by 15.29%

Analysis last updated: Tuesday, July 21, 2026 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Visne Madencilik Uretim Sana AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 11, 2025 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

8.6639
19.19***
α

ARCH

Response to squared shocks

0.4203
28.72***
β

GARCH

Volatility persistence

0.2574
17.57***
γ

leverage

Additional response to negative shocks

-0.1710
-1.44

Persistence:

0.678

Half-life:

2 days