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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

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 Aug 21, 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

2.8991
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