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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

Date Range:

from

to

6M ·

1Y ·

All

graph of Airo Group Holdings Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 13, 2025 to Jul 24, 2026

Model 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

ParameterValuet-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