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V-Lab

AI Financial Corp GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

74.62%

decreased by 1.50%

1 Week

81.41%

increased by 5.29%

1 Month

100.31%

increased by 24.19%

Analysis last updated: Monday, July 20, 2026 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of AI Financial Corp GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 7, 1991 to Jul 17, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 27% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.8900
19.96***
α

ARCH

Response to squared shocks

0.2120
24.98***
β

GARCH

Volatility persistence

0.7778
160.73***
γ

leverage

Additional response to negative shocks

-0.0446
-3.10***

Persistence:

0.968

Half-life:

21 days