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V-Lab

Canary HBAR ETF GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

35.40%

decreased by 0.50%

1 Week

36.15%

increased by 0.25%

1 Month

38.44%

increased by 2.54%

Analysis last updated: Friday, August 21, 2026 at 09:51 PM UTC

Date Range:

from

to

6M ·

All

graph of Canary HBAR ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 28, 2025 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 19 trading days, meaning a shock loses half its impact after approximately 19 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2920
2.10**
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9152
62.56***
γ

leverage

Additional response to negative shocks

0.0968
2.23**

Persistence:

0.964

Half-life:

19 days