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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 19, 2025 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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