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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Alpha Compute Corp GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 4, 2020 to Jul 17, 2026
Boundary 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

ParameterValuet-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