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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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