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V-Lab

Genfleet Therapeutics Shang GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

91.55%

decreased by 10.48%

1 Week

92.61%

decreased by 9.42%

1 Month

95.88%

decreased by 6.15%

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

Date Range:

from

to

6M ·

All

graph of Genfleet Therapeutics Shang GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 19, 2025 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 19 trading days, meaning a shock loses half its impact after approximately 19 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.6077
4.51***
α

ARCH

Response to squared shocks

0.1807
7.34***
β

GARCH

Volatility persistence

0.7657
26.56***
γ

leverage

Additional response to negative shocks

0.0347
0.51

Persistence:

0.964

Half-life:

19 days