Madala Holdings Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
45.79%
increased by 3.13%
1 Week
47.04%
increased by 4.38%
1 Month
49.27%
increased by 6.61%
Analysis last updated: Tuesday, July 14, 2026 at 06:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 29, 2008 to Jul 10, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 28% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3538 | 9.29*** |
α ARCH Response to squared shocks | 0.1835 | 16.91*** |
β GARCH Volatility persistence | 0.7055 | 50.00*** |
γ leverage Additional response to negative shocks | -0.0404 | -2.21** |
Persistence:
0.869
Half-life:
5 days
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