V-Lab
Airan Limited GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
41.37%
decreased by 0.20%
1 Week
47.17%
increased by 5.60%
1 Month
50.30%
increased by 8.73%
Analysis last updated: Wednesday, August 5, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 16, 2018 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.4077 | 13.00*** |
α ARCH Response to squared shocks | 0.2665 | 8.73*** |
β GARCH Volatility persistence | 0.3469 | 13.74*** |
γ leverage Additional response to negative shocks | -0.0698 | -1.07 |
Persistence:
0.578
Half-life:
1 days
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