Why does the 1 standard deviation shock induced by fct(ARMAIRF) deviate substantially from the standard deviation of the original time series?

Hi all, I am fitting an ARMA model based on 3 time series and want to shock each variable subsequently by a 1 standard deviation shock. The first time series (X1) is standardized, hence, the standard deviation is 1. Using ARMAIRF for estimating the impact of a 1 standard deviation shock, however, only shocks this variable by 0.3, which is based on the covariance matrix of the ARMA model.

a) is the strong deviation of the standard deviation from the covariance matrix from the original time series a sign of bad model fit? b) where do I find the predicted values of X1, X2, X3, in the summary results?

Many thanks Oli