V-Lab
AI Financial Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
134.07%
decreased by 13.45%
1 Week
135.10%
decreased by 12.42%
1 Month
138.39%
decreased by 9.13%
Analysis last updated: Tuesday, August 25, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 7, 1991 to Aug 21, 2026Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.8991 | 20.01*** |
α ARCH Response to squared shocks | 0.2121 | 25.09*** |
β GARCH Volatility persistence | 0.7777 | 161.01*** |
γ leverage Additional response to negative shocks | -0.0449 | -3.13*** |
Persistence:
0.967
Half-life:
21 days
Other AI Financial Corp Analyses
Other GJR-GARCH Analyses on Equities