V-Lab
Defi Technologies Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
108.60%
decreased by 1.40%
1 Week
105.85%
decreased by 4.15%
1 Month
100.68%
decreased by 9.32%
Analysis last updated: Monday, August 24, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 12, 2025 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 4.22*** |
α ARCH Response to squared shocks | 0.1062 | 4.53*** |
β GARCH Volatility persistence | 0.7451 | 21.92*** |
γ leverage Additional response to negative shocks | 0.0265 | 0.54 |
Persistence:
0.865
Half-life:
5 days
Other Defi Technologies Inc Analyses
Other GJR-GARCH Analyses on Equities