V-Lab
ATIF Holdings Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
100.48%
increased by 7.44%
1 Week
103.85%
increased by 10.81%
1 Month
111.33%
increased by 18.29%
Analysis last updated: Friday, August 21, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 3, 2019 to Aug 21, 2026Boundary Parameters
Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 50% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 9.32*** |
α ARCH Response to squared shocks | 0.2313 | 12.86*** |
β GARCH Volatility persistence | 0.7196 | 49.66*** |
γ leverage Additional response to negative shocks | -0.0769 | -2.82*** |
Persistence:
0.912
Half-life:
8 days
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