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V-Lab

Insight Molecular Diagnostics Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

77.53%

decreased by 2.70%

1 Week

80.72%

increased by 0.49%

1 Month

89.02%

increased by 8.79%

Analysis last updated: Friday, August 7, 2026 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Insight Molecular Diagnostics Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 30, 2015 to Aug 7, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 69% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.4192
11.58***
α

ARCH

Response to squared shocks

0.0780
7.82***
β

GARCH

Volatility persistence

0.8381
90.27***
γ

leverage

Additional response to negative shocks

0.0538
3.25***

Persistence:

0.943

Half-life:

12 days