LQR House Inc AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
90.55%
decreased by 9.71%
1 Week
144.14%
increased by 43.88%
1 Month
327.95%
increased by 227.69%
Analysis last updated: Friday, May 22, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 15.61 | |
| 0.6856 | 11.74 | |
| 0.3909 | 35.37 | |
| -2.8653 | -9.40 |
Estimation Period:
Aug 10, 2023 to May 22, 2026
Aug 10, 2023 to May 22, 2026
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