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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 12, 2025 to Aug 7, 2026Model 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
| Parameter | Value | t-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
Other Wealthfront Corp Analyses
Other AGARCH Analyses on Equities