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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, July 27th, 2026

1 Day

107.18%

decreased by 7.36%

1 Week

114.00%

decreased by 0.54%

1 Month

137.94%

increased by 23.40%

Analysis last updated: Friday, July 24, 2026 at 09:44 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 Jul 24, 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 204% more than negative returns

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.9920
10.73***
α

ARCH

Response to squared shocks

0.3412
5.55***
β

GARCH

Volatility persistence

0.7734
52.48***
γ

leverage

Additional response to negative shocks

-0.2290
-3.55***

Persistence:

1.000

Half-life:

-