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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aya Gold & Silver Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 2, 2008 to Aug 21, 2026

Model 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

ParameterValuet-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