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V-Lab

Xexymix Corp GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

41.83%

increased by 0.76%

1 Week

43.97%

increased by 2.90%

1 Month

48.48%

increased by 7.41%

Analysis last updated: Tuesday, August 11, 2026 at 08:54 PM 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 7, 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

1.0421
14.29***
α

ARCH

Response to squared shocks

0.1639
12.26***
β

GARCH

Volatility persistence

0.7297
57.45***
γ

leverage

Additional response to negative shocks

0.0277
0.97

Persistence:

0.907

Half-life:

7 days