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V-Lab

Gvs S P A GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

37.97%

decreased by 1.39%

1 Week

40.81%

increased by 1.45%

1 Month

42.21%

increased by 2.85%

Analysis last updated: Saturday, August 22, 2026 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Gvs S P A GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 19, 2020 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.3743
11.37***
α

ARCH

Response to squared shocks

0.1728
6.35***
β

GARCH

Volatility persistence

0.3194
6.82***
γ

leverage

Additional response to negative shocks

0.0812
1.67*

Persistence:

0.533

Half-life:

1 days