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V-Lab

Abionyx Pharma SA GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

84.41%

decreased by 0.78%

1 Week

85.86%

increased by 0.67%

1 Month

90.14%

increased by 4.95%

Analysis last updated: Tuesday, July 14, 2026 at 08:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Abionyx Pharma SA GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 15, 2016 to Jul 3, 2026

Model Insight

Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.7061
2.99***
α

ARCH

Response to squared shocks

0.0378
3.18***
β

GARCH

Volatility persistence

0.9215
51.23***
γ

leverage

Additional response to negative shocks

-0.0031
-0.11

Persistence:

0.958

Half-life:

16 days