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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 4, 2001 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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