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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ATIF Holdings Ltd GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 3, 2019 to Jul 24, 2026
Boundary 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

ParameterValuet-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