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V-Lab

Xexymix Corp GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

50.93%

decreased by 0.39%

1 Week

51.31%

decreased by 0.01%

1 Month

52.17%

increased by 0.85%

Analysis last updated: Sunday, August 23, 2026 at 12:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Xexymix Corp GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 13, 2020 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0409
14.28***
α

ARCH

Response to squared shocks

0.1629
12.25***
β

GARCH

Volatility persistence

0.7313
57.87***
γ

leverage

Additional response to negative shocks

0.0259
0.93

Persistence:

0.907

Half-life:

7 days