V-Lab
Modular Medical Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, August 6th, 2026
1 Day
164.25%
decreased by 0.01%
1 Week
164.31%
increased by 0.05%
1 Month
164.59%
increased by 0.33%
Analysis last updated: Wednesday, August 5, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2022 to Jul 31, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0452 | 0.49 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9832 | 205.81*** |
γ leverage Additional response to negative shocks | 0.0337 | 5.56*** |
Persistence:
1.000
Half-life:
-
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