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V-Lab

Planetel Spa GJR-GARCH Volatility Analysis

Volatility prediction for Friday, July 10th, 2026

1 Day

36.39%

increased by 3.90%

1 Week

35.66%

increased by 3.17%

1 Month

34.45%

increased by 1.96%

Analysis last updated: Friday, July 10, 2026 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Planetel Spa GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 15, 2021 to Jun 26, 2026

Model Insight

Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7145
12.25***
α

ARCH

Response to squared shocks

0.1647
10.32***
β

GARCH

Volatility persistence

0.6654
36.54***
γ

leverage

Additional response to negative shocks

0.0211
0.73

Persistence:

0.841

Half-life:

4 days