V-Lab
Megachips Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
48.16%
decreased by 1.58%
1 Week
48.30%
decreased by 1.44%
1 Month
48.82%
decreased by 0.92%
Analysis last updated: Sunday, July 26, 2026 at 02:57 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 17, 1998 to Jul 24, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 91% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1812 | 12.50*** |
α ARCH Response to squared shocks | 0.0453 | 16.07*** |
β GARCH Volatility persistence | 0.9176 | 299.76*** |
γ leverage Additional response to negative shocks | 0.0410 | 5.55*** |
Persistence:
0.983
Half-life:
41 days
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