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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Modular Medical Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 10, 2022 to Jul 31, 2026

Model 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

ParameterValuet-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:

-