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V-Lab

Mobile-Health Network Soltns GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

116.98%

decreased by 1.60%

1 Week

120.22%

increased by 1.64%

1 Month

128.59%

increased by 10.01%

Analysis last updated: Friday, August 21, 2026 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Mobile-Health Network Soltns GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 10, 2024 to Aug 21, 2026
Boundary Parameters

Model Insight

This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
2.69***
α

ARCH

Response to squared shocks

0.1086
4.45***
β

GARCH

Volatility persistence

0.8835
38.22***
γ

leverage

Additional response to negative shocks

-0.1086
-5.76***

Persistence:

0.938

Half-life:

11 days