V-Lab
Virtuix Holdings Inc AGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
110.46%
increased by 0.08%
1 Week
135.63%
increased by 25.25%
1 Month
143.50%
increased by 33.12%
Analysis last updated: Friday, August 14, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 14, 2026Boundary Parameters
Model Insight
The news-impact curve is shifted (γ = 10.00) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 9.12*** |
α ARCH Response to squared shocks | 0.3766 | 9.61*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | 10.0000 | 13.04*** |
Persistence:
0.377
Half-life:
1 days
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