V-Lab
Hive Digital Technologies Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
122.54%
decreased by 0.38%
1 Week
123.58%
increased by 0.66%
1 Month
126.98%
increased by 4.06%
Analysis last updated: Tuesday, August 25, 2026 at 09:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 1998 to Aug 21, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 286% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.2477 | 6.39*** |
α ARCH Response to squared shocks | 0.0127 | 4.85*** |
β GARCH Volatility persistence | 0.9402 | 161.40*** |
γ leverage Additional response to negative shocks | 0.0364 | 5.69*** |
Persistence:
0.971
Half-life:
24 days
Other Hive Digital Technologies Ltd Analyses
Other GJR-GARCH Analyses on International Equities