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V-Lab

Metaplanet Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

149.08%

increased by 38.51%

1 Week

147.89%

increased by 37.32%

1 Month

143.61%

increased by 33.04%

Analysis last updated: Saturday, August 22, 2026 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Metaplanet Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 17, 2004 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 36 trading days, meaning a shock loses half its impact after approximately 36 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9866
14.51***
α

ARCH

Response to squared shocks

0.1263
17.78***
β

GARCH

Volatility persistence

0.8558
169.29***
γ

leverage

Additional response to negative shocks

-0.0027
-0.19

Persistence:

0.981

Half-life:

36 days