V-Lab
Everflow Resources Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, August 12th, 2026
1 Day
283.81%
increased by 29.31%
1 Week
283.86%
increased by 29.36%
1 Month
284.06%
increased by 29.56%
Analysis last updated: Wednesday, August 12, 2026 at 06:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 31, 2007 to Jul 31, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0550 | 3.99*** |
α ARCH Response to squared shocks | 0.0445 | 4.57*** |
β GARCH Volatility persistence | 0.9590 | 383.59*** |
γ leverage Additional response to negative shocks | -0.0069 | -0.40 |
Persistence:
1.000
Half-life:
-
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