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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 1998 to Sep 11, 2026Model 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
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Shock decay: Shocks decay with a 24-day half-life
| Param | Value | t-stat |
|---|---|---|
| ωconst | 2.2393 | 1.60 |
| αARCH | 0.0127 | 1.21 |
| βGARCH | 0.9402 | 40.42*** |
| γleverage | 0.0363 | 1.42 |
0.971
Persistence24d
Half-lifeσ
GJR-GARCH Model
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| Parameter | Value | t-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
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