V-Lab
Galileo Resources PLC GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
90.31%
increased by 29.45%
1 Week
85.97%
increased by 25.11%
1 Month
80.16%
increased by 19.30%
Analysis last updated: Sunday, August 23, 2026 at 03:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 28, 2011 to Aug 21, 2026Illiquid Asset
Boundary Parameters
Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 59% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 14.10*** |
α ARCH Response to squared shocks | 0.2743 | 9.28*** |
β GARCH Volatility persistence | 0.5641 | 25.29*** |
γ leverage Additional response to negative shocks | -0.1019 | -2.28** |
Persistence:
0.788
Half-life:
3 days
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