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V-Lab

Boost Run Inc GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, August 24th, 2026

1 Day

133.01%

decreased by 2.40%

1 Week

133.02%

decreased by 2.39%

1 Month

133.05%

decreased by 2.36%

Analysis last updated: Friday, August 21, 2026 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Boost Run Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 8, 2024 to Aug 21, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Inverse leverage: volatility responds almost entirely to positive returns

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0041
2.02**
α

ARCH

Response to squared shocks

0.0711
6.59***
β

GARCH

Volatility persistence

0.9645
132.39***
γ

leverage

Additional response to negative shocks

-0.0711
-4.06***

Persistence:

1.000

Half-life:

1386294 days