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V-Lab

Para Light Electronics Co GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

80.58%

increased by 12.51%

1 Week

77.67%

increased by 9.60%

1 Month

68.49%

increased by 0.42%

Analysis last updated: Tuesday, August 25, 2026 at 08:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Para Light Electronics Co GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 3, 2003 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 14 trading days, meaning a shock loses half its impact after approximately 14 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3240
20.18***
α

ARCH

Response to squared shocks

0.1116
19.61***
β

GARCH

Volatility persistence

0.8424
181.29***
γ

leverage

Additional response to negative shocks

-0.0077
-0.73

Persistence:

0.950

Half-life:

14 days