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V-Lab

Wealthfront Corp AGARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

50.42%

decreased by 15.20%

1 Week

62.93%

decreased by 2.69%

1 Month

67.51%

increased by 1.89%

Analysis last updated: Tuesday, August 11, 2026 at 10:12 PM UTC

Date Range:

from

to

6M ·

All

graph of Wealthfront Corp AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 12, 2025 to Aug 7, 2026

Model Insight

The news-impact curve is shifted (γ = 2.97) 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

6.5119
18.71***
α

ARCH

Response to squared shocks

0.4347
10.41***
β

GARCH

Volatility persistence

0.0157
3.91***
γ

leverage

Additional response to negative shocks

2.9733
13.64***

Persistence:

0.450

Half-life:

1 days