V-Lab: ATA Creativity Global GJR-GARCH Volatility Analysis

V-Lab

ATA Creativity Global GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:133.79% (-21.71%)

Analysis last updated: Friday, July 25, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	14.10
$α$	0.3377	10.61
$β$	0.5181	29.69
$γ$	-0.0045	-0.08

Estimation Period:
Jan 29, 2008 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts