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V-Lab

Gorilla Techno Gro Inc -Redh 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 Monday, August 24th, 2026

1 Day

102.75%

increased by 4.22%

1 Week

109.76%

increased by 11.23%

1 Month

134.19%

increased by 35.66%

Analysis last updated: Friday, August 21, 2026 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Gorilla Techno Gro Inc -Redh GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 9, 2021 to Aug 21, 2026

Model 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.

Inverse leverage: Positive returns increase volatility 205% more than negative returns

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.9561
10.77***
α

ARCH

Response to squared shocks

0.3396
5.84***
β

GARCH

Volatility persistence

0.7745
52.90***
γ

leverage

Additional response to negative shocks

-0.2283
-3.80***

Persistence:

1.000

Half-life:

-