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V-Lab

GraniteShares YieldBoost HIMS ETF GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

28.64%

increased by 9.03%

1 Week

28.23%

increased by 8.62%

1 Month

26.94%

increased by 7.33%

Analysis last updated: Saturday, July 25, 2026 at 02:21 AM UTC

Date Range:

from

to

6M ·

All

graph of GraniteShares YieldBoost HIMS ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 2, 2025 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0947
4.34***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9132
50.71***
γ

leverage

Additional response to negative shocks

0.0855
3.73***

Persistence:

0.956

Half-life:

15 days