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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Duolingo Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 28, 2021 to Aug 21, 2026

Model 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

ParameterValuet-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