V-Lab
BARK Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
71.78%
decreased by 1.51%
1 Week
72.57%
decreased by 0.72%
1 Month
73.68%
increased by 0.39%
Analysis last updated: Friday, August 21, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2020 to Aug 21, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 232% 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 | 4.0869 | 9.93*** |
α ARCH Response to squared shocks | 0.0955 | 5.63*** |
β GARCH Volatility persistence | 0.7514 | 35.82*** |
γ leverage Additional response to negative shocks | -0.0667 | -3.51*** |
Persistence:
0.813
Half-life:
3 days
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