Alpha Compute Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
327.91%
decreased by 38.35%
1 Week
328.22%
decreased by 38.04%
1 Month
329.38%
decreased by 36.88%
Analysis last updated: Friday, July 17, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 4, 2020 to Jul 17, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 64 trading days, meaning a shock loses half its impact after approximately 64 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 6.55*** |
α ARCH Response to squared shocks | 0.1741 | 9.03*** |
β GARCH Volatility persistence | 0.7912 | 51.43*** |
γ leverage Additional response to negative shocks | 0.0479 | 0.73 |
Persistence:
0.989
Half-life:
64 days
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