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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Megachips Corp GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 17, 1998 to Jul 24, 2026

Model 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

ParameterValuet-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