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V-Lab

Giant Biogene Holding Co GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

44.65%

decreased by 0.63%

1 Week

45.04%

decreased by 0.24%

1 Month

45.99%

increased by 0.71%

Analysis last updated: Tuesday, July 14, 2026 at 06:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Giant Biogene Holding Co GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 4, 2022 to Jul 10, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 102% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.6941
8.66***
α

ARCH

Response to squared shocks

0.0325
3.55***
β

GARCH

Volatility persistence

0.8726
81.62***
γ

leverage

Additional response to negative shocks

0.0332
2.22**

Persistence:

0.922

Half-life:

9 days