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%
1 Week
133.02%
1 Month
133.05%
Analysis last updated: Friday, August 21, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 8, 2024 to Aug 21, 2026Model 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
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-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
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