V-Lab
ATIF Holdings Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
73.71%
decreased by 2.64%
1 Week
83.04%
increased by 6.69%
1 Month
101.76%
increased by 25.41%
Analysis last updated: Friday, July 24, 2026 at 09:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 3, 2019 to Jul 24, 2026Boundary Parameters
Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 49% 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 | 9.29*** |
α ARCH Response to squared shocks | 0.2381 | 12.94*** |
β GARCH Volatility persistence | 0.7158 | 49.06*** |
γ leverage Additional response to negative shocks | -0.0786 | -2.82*** |
Persistence:
0.915
Half-life:
8 days
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