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V-Lab

General Mills Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

31.11%

decreased by 0.57%

1 Week

30.94%

decreased by 0.74%

1 Month

30.30%

decreased by 1.38%

Analysis last updated: Friday, August 21, 2026 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of General Mills Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 21, 2026

Model Insight

With persistence 0.990, volatility shocks have a half-life of 69 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 60% more than positive returns

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0174
15.82***
α

ARCH

Response to squared shocks

0.0274
14.69***
β

GARCH

Volatility persistence

0.9543
621.29***
γ

leverage

Additional response to negative shocks

0.0166
5.11***

Persistence:

0.990

Half-life:

69 days