V-Lab
Inno Laser Technology Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
79.05%
decreased by 2.88%
1 Week
78.31%
decreased by 3.62%
1 Month
76.04%
decreased by 5.89%
Analysis last updated: Saturday, August 15, 2026 at 07:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 6, 2021 to Aug 14, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 68% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8997 | 11.95*** |
α ARCH Response to squared shocks | 0.1688 | 11.70*** |
β GARCH Volatility persistence | 0.8193 | 91.59*** |
γ leverage Additional response to negative shocks | -0.0684 | -2.85*** |
Persistence:
0.954
Half-life:
15 days
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