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V-Lab

Virtuix Holdings Inc EGARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

100.68%

decreased by 6.47%

1 Week

114.39%

increased by 7.24%

1 Month

126.26%

increased by 19.11%

Analysis last updated: Tuesday, August 11, 2026 at 10:11 PM UTC

Date Range:

from

to

6M ·

All

graph of Virtuix Holdings Inc EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 27, 2026 to Aug 7, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 260% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.3647
7.31***
α

ARCH

Response to squared shocks

0.3172
5.73***
β

GARCH

Volatility persistence

0.6763
16.12***
γ

leverage

Additional response to negative shocks

-0.1792
-3.04***

Persistence:

0.676

Half-life:

2 days