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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2015 to Aug 7, 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 | 2.4192 | 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
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