Skip to main content
V-Lab

Xexymix Corp GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

47.39%

decreased by 4.44%

1 Week

48.44%

decreased by 3.39%

1 Month

50.76%

decreased by 1.07%

Analysis last updated: Sunday, July 26, 2026 at 03:53 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 Jul 24, 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

1.0329
14.21***
α

ARCH

Response to squared shocks

0.1635
12.20***
β

GARCH

Volatility persistence

0.7313
57.50***
γ

leverage

Additional response to negative shocks

0.0277
0.97

Persistence:

0.909

Half-life:

7 days