V-Lab
BARK Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
69.95%
increased by 1.42%
1 Week
72.66%
increased by 4.13%
1 Month
78.65%
increased by 10.12%
Analysis last updated: Friday, July 24, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2020 to Jul 24, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 356% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.5287 | 4.31*** |
α ARCH Response to squared shocks | 0.0317 | 2.89*** |
β GARCH Volatility persistence | 0.8248 | 32.62*** |
γ leverage Additional response to negative shocks | 0.1128 | 2.39** |
Persistence:
0.913
Half-life:
8 days
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