Skip to main content
V-Lab

Everforth Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

80.05%

decreased by 1.99%

1 Week

79.76%

decreased by 2.28%

1 Month

78.61%

decreased by 3.43%

Analysis last updated: Friday, July 17, 2026 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Everforth Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 22, 1992 to Jul 17, 2026

Model Insight

With persistence 0.992, volatility shocks have a half-life of 86 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: Negative returns increase volatility 329% more than positive returns

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1080
10.73***
α

ARCH

Response to squared shocks

0.0166
10.35***
β

GARCH

Volatility persistence

0.9482
436.94***
γ

leverage

Additional response to negative shocks

0.0546
11.94***

Persistence:

0.992

Half-life:

86 days