V-Lab
Insight Molecular Diagnostics Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
104.92%
decreased by 6.37%
1 Week
104.78%
decreased by 6.51%
1 Month
104.36%
decreased by 6.93%
Analysis last updated: Friday, August 21, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2015 to Aug 21, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 73% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.4756 | 11.60*** |
α ARCH Response to squared shocks | 0.0767 | 7.73*** |
β GARCH Volatility persistence | 0.8372 | 88.74*** |
γ leverage Additional response to negative shocks | 0.0560 | 3.40*** |
Persistence:
0.942
Half-life:
12 days
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