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V-Lab

Hive Digital Technologies Ltd GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, September 16th, 2026

1 Day

114.87%

decreased by 0.17%

1 Week

116.41%

increased by 1.37%

1 Month

121.37%

increased by 6.33%

Analysis last updated: Wednesday, September 16, 2026 at 09:06 AM UTC

Date Range:

from

to

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 Sep 11, 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
ωconst2.2393
1.60
αARCH0.0127
1.21
βGARCH0.9402
40.42***
γleverage0.0363
1.42

0.971

Persistence

24d

Half-life
σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.2393
1.60
α

ARCH

Response to squared shocks

0.0127
1.21
β

GARCH

Volatility persistence

0.9402
40.42***
γ

leverage

Additional response to negative shocks

0.0363
1.42

Persistence:

0.971

Half-life:

24 days