City of London Investment Group PLC GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
61.11%
increased by 0.42%
1 Week
65.37%
increased by 4.68%
1 Month
69.76%
increased by 9.07%
Analysis last updated: Tuesday, July 14, 2026 at 06:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2026 to Jul 10, 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
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 2.67*** |
α ARCH Response to squared shocks | 0.1066 | 4.90*** |
β GARCH Volatility persistence | 0.6482 | 8.12*** |
Persistence:
0.755
Half-life:
2 days
Other City of London Investment Group PLC Analyses
Other GARCH Analyses on International Equities