Skip to main content
V-Lab

Smart Powerr Corp GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

283.44%

decreased by 8.50%

1 Week

280.67%

decreased by 11.27%

1 Month

270.22%

decreased by 21.72%

Analysis last updated: Saturday, August 22, 2026 at 01:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Smart Powerr Corp GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 4, 2001 to Aug 21, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 49% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8171
6.21***
α

ARCH

Response to squared shocks

0.0382
11.24***
β

GARCH

Volatility persistence

0.9400
280.43***
γ

leverage

Additional response to negative shocks

0.0189
2.65***

Persistence:

0.988

Half-life:

56 days