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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 11, 2025 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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