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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 10, 2024 to Aug 21, 2026Boundary 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
| Parameter | Value | t-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
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