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Hive Digital Technologies Ltd GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, October 7th, 2026

1 Day

108.11%

decreased by 0.66%

1 Week

110.11%

increased by 1.34%

1 Month

116.51%

increased by 7.74%

Analysis last updated: Wednesday, October 7, 2026 at 09:23 AM UTC

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Date Range:

from

10/06/2024

to

10/06/2026

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hive Digital Technologies Ltd GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 1, 1998 to Oct 2, 2026

Model Insight

Volatility shocks decay with a half-life of 24 trading days, meaning a shock loses half its impact after approximately 24 days.

σ

GJR-GARCH Model

Tap to view equation

Shock decay: Shocks decay with a 24-day half-life
ParamValuet-stat
ωconst2.2371
1.59
αARCH0.0127
1.21
βGARCH0.9401
40.21***
γleverage0.0364
1.42

0.971

Persistence

24d

Half-life
σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.2371
1.59
α

ARCH

Response to squared shocks

0.0127
1.21
β

GARCH

Volatility persistence

0.9401
40.21***
γ

leverage

Additional response to negative shocks

0.0364
1.42

Persistence:

0.971

Half-life:

24 days