V-Lab
Aya Gold & Silver Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
75.58%
decreased by 2.17%
1 Week
76.32%
decreased by 1.43%
1 Month
78.84%
increased by 1.09%
Analysis last updated: Tuesday, August 25, 2026 at 09:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 2, 2008 to Aug 21, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 187% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7017 | 10.69*** |
α ARCH Response to squared shocks | 0.0328 | 10.04*** |
β GARCH Volatility persistence | 0.9155 | 177.29*** |
γ leverage Additional response to negative shocks | 0.0614 | 7.18*** |
Persistence:
0.979
Half-life:
33 days
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