V-Lab
Insight Molecular Diagnostics Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
82.15%
increased by 1.48%
1 Week
84.72%
increased by 4.05%
1 Month
91.51%
increased by 10.84%
Analysis last updated: Friday, July 24, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2015 to Jul 24, 2026Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.4243 | 11.59*** |
α ARCH Response to squared shocks | 0.0780 | 7.82*** |
β GARCH Volatility persistence | 0.8382 | 90.32*** |
γ leverage Additional response to negative shocks | 0.0537 | 3.25*** |
Persistence:
0.943
Half-life:
12 days
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