V-Lab
Airo Group Holdings Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
83.30%
increased by 0.43%
1 Week
83.49%
increased by 0.62%
1 Month
83.92%
increased by 1.05%
Analysis last updated: Friday, July 24, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 13, 2025 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.6791 | 4.55*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8960 | 32.02*** |
γ leverage Additional response to negative shocks | 0.0184 | 0.79 |
Persistence:
0.905
Half-life:
7 days
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