Volatility Clustering
Calculate Volatility Clustering instantly with the exact formula and a worked example. Free online calculator — no signup.
Volatility Clustering
ARCH α
GARCH β
Persistence (α+β)
0.95
α
0,1
β
0,85
α+β
0,95
More about: Volatility Clustering
What it calculates
The “Volatility Clustering” calculator computes Persistence (α+β) from 2 parameters: arch α, garch β.
Used by investors to estimate returns, project savings, and analyze a portfolio.
Example calculation
With parameters ARCH α = 0.1, GARCH β = 0.85 the result is 0.95.
How to use
- Enter the parameter values — every field above is adjustable with a slider.
- The result and related metrics are calculated automatically as you type.
- Use the additional metrics shown (if any) where needed.
- Copy the result or bookmark the page.