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, September 30th, 2026
1 Day
285.40%
1 Week
285.45%
1 Month
285.65%
Analysis last updated: Wednesday, September 30, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 31, 2007 to Sep 23, 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.
GJR-GARCH Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0551 | 1.00 |
| αARCH | 0.0446 | 1.15 |
| βGARCH | 0.9589 | 95.60*** |
| γleverage | -0.0069 | -0.10 |
1.000
Persistence-
Half-lifeGJR-GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0551 | 1.00 |
α ARCH Response to squared shocks | 0.0446 | 1.15 |
β GARCH Volatility persistence | 0.9589 | 95.60*** |
γ leverage Additional response to negative shocks | -0.0069 | -0.10 |
Persistence:
1.000
Half-life:
-
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