V-Lab
Para Light Electronics Co GJR-GARCH Volatility Analysis
Volatility prediction for Friday, August 14th, 2026
1 Day
76.27%
decreased by 3.90%
1 Week
73.62%
decreased by 6.55%
1 Month
65.31%
decreased by 14.86%
Analysis last updated: Friday, August 14, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 3, 2003 to Aug 7, 2026Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3251 | 20.08*** |
α ARCH Response to squared shocks | 0.1121 | 19.64*** |
β GARCH Volatility persistence | 0.8419 | 180.05*** |
γ leverage Additional response to negative shocks | -0.0079 | -0.75 |
Persistence:
0.950
Half-life:
14 days
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