V-Lab
Duolingo Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
65.92%
decreased by 1.02%
1 Week
65.98%
decreased by 0.96%
1 Month
66.15%
decreased by 0.79%
Analysis last updated: Monday, August 24, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 28, 2021 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9234 | 6.92*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9179 | 87.49*** |
γ leverage Additional response to negative shocks | 0.0590 | 4.93*** |
Persistence:
0.947
Half-life:
13 days
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