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V-Lab

Big Digital Energy Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

148.26%

decreased by 3.48%

1 Week

150.96%

decreased by 0.78%

1 Month

161.07%

increased by 9.33%

Analysis last updated: Friday, July 24, 2026 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Big Digital Energy Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 22, 2012 to Jul 24, 2026

Model Insight

With persistence 0.996, volatility shocks have a half-life of 180 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: Negative returns increase volatility 87% more than positive returns

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.9454
4.22***
α

ARCH

Response to squared shocks

0.0527
6.21***
β

GARCH

Volatility persistence

0.9205
117.87***
γ

leverage

Additional response to negative shocks

0.0459
2.96***

Persistence:

0.996

Half-life:

180 days