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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

Date Range:

from

to

6M ·

All

graph of Virtuix Holdings Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 27, 2026 to Aug 14, 2026
Boundary 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

ParameterValuet-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