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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 4, 2022 to Jul 10, 2026Model 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
| Parameter | Value | t-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
Other Giant Biogene Holding Co Analyses
Other GJR-GARCH Analyses on International Equities