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V-Lab

Digital Currency X Technology Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, September 14th, 2026

1 Day

147.50%

decreased by 5.10%

1 Week

149.10%

decreased by 3.50%

1 Month

155.19%

increased by 2.59%

Analysis last updated: Friday, September 11, 2026 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Digital Currency X Technology Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 7, 2021 to Sep 11, 2026

Model Insight

With persistence 0.997, volatility shocks have a half-life of 214 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: volatility responds almost entirely to negative shocks

σ

GJR-GARCH Model

Tap to view equation

High persistence: persistence 0.997, shock half-life ~214 daysLeverage: volatility responds almost entirely to negative shocks
ParamValuet-stat
ωconst1.2211
1.45
αARCH0.0087
0.40
βGARCH0.9176
47.04***
γleverage0.1411
2.36**

0.997

Persistence

214d

Half-life
σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2211
1.45
α

ARCH

Response to squared shocks

0.0087
0.40
β

GARCH

Volatility persistence

0.9176
47.04***
γ

leverage

Additional response to negative shocks

0.1411
2.36**

Persistence:

0.997

Half-life:

214 days